I can't speak for any other Messianic but my thought processes and way of life have changed dramatically. In fact the salvation through Yeshua is really the only thing that remains the same.
I now observe the feasts and festivals, I observe and actively participate in Shabbat, I eat Kosher, and my personal appearance and lifestyle have changed. I do not observe the pegan holidays as Christians do, etc. So while the foundation of the Christians/Messianics is the same that's about it. For me, it has been a tremendous change or conversion if you will.
I'm not aware of how other Messianics live or their practices, only those of my synagogue and our Rabbi teaches us to observe Torah.
For me, conversion means adopt new principles and a new way of living. This is what I have done. The bible says for each man to work out his own salvation with fear and trembling...this act is my fear and trembling.
I don't give a rip about legalism. In fact that is a good portion of the reason I left the Christian faith. It's a personal relationship and so long as I don't commit a trespass and my relationship with Yehovah grows, I can't be doing any harm.
Just sayin'