When migrating VMs for AppMon components, my biggest concern is usually network connections and firewall rules. I've had no problems migrating collectors if the IPs stay the same on the new VMs.
I would also recommend taking a backup (and storing outside of the migrating VMs) of your performance warehouse, session store, and your Dynatrace AppMon server settings just incase anything goes wrong.
Here's a tool that will easily backup the server settings, configurations, dashboards, measures, etc. https://www.dynatrace.com/support/doc/appmon/insta...
Hope this helps!