Moses' father-in-law Jethro (#yitro) was High Priest of Midian, a pagan people. (I know that some disagree about that.) Yet, when he worshiped Adonai with Israel in the Wilderness, they accepted him as one of their own with no complicated conversion process. (Exodus 18:12) Believe, repent, and take a mitzvah (baptism) to commemorate your change in status. Anything more is fine if it's meaningful to you, but definitely not necessary.

I think we'll be surprised who's in and who's out after the Judgment.