Been with Edward Jones for about 10 years. Looking to move to one of the big 3. Recommendations about how to move funds.

Started out with Edward Jones in college when I wasn't making much money. It was a valuable kick start as I wasn't investing anything prior to that, so I'm grateful for the good habits its offered me. I started my career post college about 3.5 years ago and for the last couple years I've been feeling anxious about getting my money to Vanguard, Schwab, or Fidelity. They hold a lot of my savings so I have been nervous about transferring and if it's a smart choice. I know the fees are super high with Edward jones and I feel pretty terrible about basically dealing with that for a decade but it has to be better than not investing at all right? Just wanted some advice about how to evaluate the other competitors and how to safely swap all my money out or will EJ screw me going out the door? Also how easy is it to setup a backdoor Roth on the other platforms? Any advice will be welcome, just feel kind of sucky that I was screwed on fees for the most important decade of market maturity.