With Dashboards there is no tool for converting the entire Dashboard to a Workspace project. Though if your Dashboards contains embedded standard Reports you can click the Report name to open the standard Report. This will enable a button named "Try In Workspace (Beta)", on the Report page. Clicking that will open that Report in Workspace.
If you have a Dashboard with multiple embedded Reports you would need to recreate the data by creating a new Workspace project from scratch.
