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In SmartConsole, open the cluster, go to Network Management, open one of the interfaces, and go to the Advanced section. You can back the virtual interface with one interface name on one member and another name on the other member. That enables the process my team uses:

1. Pick a member to work on first. Pin it Down using 'clusterXL_admin down'.
2. Build a bond with the new interface in it. If you only intend to have one interface, just leave it with the default bonding mode. This doesn't require any configuration on the switch side for a single interface. Optionally add subinterfaces to the bond if you need the interfaces to have VLAN tags.
3. Remove the address from the old interface. Add the address to the bond or subinterface.
4. In SmartConsole, edit the cluster interface object and update the name of the interface for the member you have modified. Be aware the members may not be in the order you expect! Hover over each member to view its full name!
5. Repeat steps 2-4 for each interface you want to move.
6. Push policy.
7. Use 'clusterXL_admin up' on the member you have modified to let it go back to Standby. If it stays Down, troubleshoot. Check the physical interface, check to be sure the other side has all the necessary VLANs, and so on.
8. Fail over ('clusterXL_admin down' on the active member to move traffic to the member you've modified), then repeat steps 2-7 on the next member of the cluster.

Proxy ARP entries will need to be updated to the new interface. That's easy enough, though. Just 'delete arp proxy ...' then 'add arp proxy ...' using the same command with the new interface name.

It gets a little more complicated if you have three or more members in the cluster, but not much. You just have to keep track of which members have been modified and take them one at a time.

Note that the interface named Mgmt is not special in any way other than its name. There is, however, a 'set management-interface' command in clish. The member must have one interface listed as the "management interface" in that command. All it does is prevent you from removing the IP, shutting down the interface, and other things which would likely break your ability to connect to the system. If the interface named Mgmt is set as your management interface, you will need to use 'set management-interface' to set it to some other interface before you will be able to remove the IP and stick it on the new bond.

Once your interfaces are moved to bonds, it's a lot easier to do this kind of thing in the future. For example, moving from 10g to 25g is purely command line: add the 25g interface to the bond, remove the 10g interface from the bond, done.