There doesn't appear to be much literature on the topic (to the point where I'm pretty sure you can't do it)
I see there is this TFS Integration platform (not maintained since March 2012) mentioned in this article http://nakedalm.com/one-team-project-collection-to-rule-them-allconsolidating-team-projects/ but that looks pretty specific for 2012.
Has anyone done this?
This is not a supported scenario. The TFS Integration Platform can move your data over, but it's not a very smooth experience.