It's very very easy, and there are two ways:
- Open your level file in PGE Editor
- Click `File -> Save As...`, and in the list of file types, choose "PGE Extended" which IS lvlx, and, voila!
Second way: use PGE Maintainer tool (pge_maintainer). It allows you to do a batch conversion of complete episodes between different formats. Note that after conversion of episode into PGE-X format, to get it work in SMBX 2.0, please save .WLDX world map back into LVL manually from Editor as SMBX 2.0 doesn't supports WLDX files yet, however, the support will come sooner once I'll implement a necessary data passer on LunaLua side...