Yes, I converted 30, 000 Delta miles into 60,000 HHonors points.
At the time, I wrote a letter to Delta outlining the request. In about 3-4 weeks I received a booklet for 25,000 miles and a booklet for 5,000 miles. They looked like airline tickets. I made copies of these, then I mailed them into HHonors. They appeared in my account in about 3 weeks. My memory is a little sketchy since it was 3 years ago, but I do recall things going smoothly. Just follow the instructions on the HHonors website or in the HHonors Program booklet. This was a great use of miles for me, since I didn't forsee any Delta trips in the near future. Allow 6 - 8 weeks and you should do great.