I'd like to think your media is stored outside of the jail, so switching between warden and iocage jails should have no impact on the media itself. What you probably need to worry about (assuming you want to keep your library settings, watch lists, etc.) is the database and metadata stored in the Plex jail.
I haven't used Plex now for almost 2 years (I don't miss it anymore, and actually prefer emby now) so you'll need to do a little research, but what you need to do is move the Plex database outside of the jail as a first step. Based on this >
https://support.plex.tv/articles/202915258-where-is-the-plex-media-server-data-directory-located/ you want to be moving /mnt/<pool_name>/jails/<plex_jail_name>/usr/local/plexdata/ to it's own dataset on the pool (e.g. /mnt/<pool_name>/plexdata)
At this point, your data is separated from the jail and means you can update/delete/recreate the jail without worrying about your data. You can also back it up easily.
When you create the iocage jail, and get it up and running, you simply mount your plexdata dataset along with the media folders into the jail, and it should be exactly as it was in a warden jail.
Two things made my experience of using FreeNAS significantly easier. Moving user data outside of the jails into their own dataset was the first. Having a jail managing SSL certificates and reverse-proxying to the services was the other. Neither is that complicated, and you'll find pretty much all you need to do them in the forums somewhere.
Good luck.