I want to move mine to a day pen, too, about once a week. The best solution I've come up with so far is to teach them to enter the transport crate easily. I'm on stage one of the training - going through the narrow door to play in the garden side of the shed. And back when I ask them to. When they will all do that easily, I'll put something in upper part of the doorway to make a short tunnel, then longer tunnel, then the transport crate.
If I didn't have to move them very far, a chunnel would be my first choice.