Chapter 4.11 says that "You can use the management CLI migration operation to automatically migrate valves to handlers."

This will only work for global valves defined in server configuration, and only for well-known valves (listed in table 4.1).

If you have a custom global valve, you have to migrate manually. Also, if you have application-specific valves in jboss-web.xml (no matter if they are custom or well-known), this must also be migrated manually.