This KB article is about how to migrate a firewall management from GMS to NSM
Steps on migrating a firewall from GMS to NSM
Step 1: delete the firewall from GMS;

Step 2: activate the NSM license with Activation Key;
Warning:
Applying NSM Advanced License to a firewall moving from GMS to NSM SaaS will reboot the firewall. Only activate the license key once you are ready to reboot the firewall.

Step 3: go to Product Details page, change to Cloud manage, enable Zero Touch;

Step 4: there will be prompted to select data center. If the firewall is in Europe, select “NSM Europe”. If the firewall in North/South America, select “NSM North America”. For the rest of the countries, select the one that has better Internet connection;
Now wait for the firewall to be acquired. It may take several minutes to several hours, depending on when was last time firewall checks in to SonicWall Licensing server.
In NSM, firewall status should be eventually Online Managed.