So I found out how to hook into Vault, but when I tried to use

vault-convert EssentialsEconomy BagOfGold

in the console It did not work???

[14:43:46 INFO]: This may take some time to convert, expect server lag.
[14:43:46 INFO]: Converson complete, please verify the data before using it.

But the Essentials balance was not converted to BagOfGold balance.

Any ideas?

Convert doesn't necessarily work with every balance type, verify with BagOfGold to make sure that it will work 100%.