@Sam,
Just in case you’ll be interested: I’ve been wondering the same, as Grafana is really slow with MySQL and I have 35GB of historical data in my Home Assistant over the last 2 years.
I was keen to migrate this data to InfluxDB, so wrote a small app. It currently supports only Sensor data, but I’ll be working on other items, as I’ll need the rest as well.
You and anyone interested can find it here: https://github.com/mrvladis/hamysqldb2influxdb
Thanks.