Lemmy 0.19.x added a data export function that produces a file containing a list of all the communities you've subscribed to and communities and people you've blocked. As of now, PieFed can import that file!

In Lemmy the export is under Profile -> Settings. In PieFed the import can be found at Account -> Settings, at the bottom.

NB lemmy.world, shitjustworks and beehaw are still on version 18.5 so quite a few of us don't have that option yet.