Hi,
If you are using the same box CPUSE is indeed the tool to use.
The CLI commands (migrate_server export/import) should be used mainly when exporting from one server and importing to another server. This method is called 'advanced upgrade'.
Follow sk135172 to make sure the latest upgrade tools of R80.40 are installed (If your Management server connected to Check Point download center the tools are being installed automatically). It is highly recommended to upgrade using the latest upgrade tools package.
Please refer to sk163814 for more information about the new upgrade process.