Before Transfer[]
Since the transfers only allow 4 characters out of up to 6, you may want to adjust the party in the previous game, particularly in EOB 2. Keys, teleporter stones, NPC remains, and other game-specific items will be removed. In updated GOG releases, the save files will be found in the cloud_saves subfolder.
EOB 1 to 2[]
Simply copy the save file EOBDATA.SAV into the EOB 2 folder. After starting EOB 2, select "TRANSFER EOB I PARTY" and you will be able to choose which characters to bring. The Stoneskin scroll will be removed, and a mage who already scribed it will unlearn the spell.
EOB 2 to 3[]
Before finishing EOB 2, note that it will automatically create FINAL.SAV when the last boss is defeated, and the EOB 3 transfer will remove characters in the bottom row with no choice from the player. In EOB 3's GOG folder, make a subfolder called Darkmoon. Copy the contents of EOB 2's cloud_saves into that. In EOB 3's launcher, choose option 3 to run the character tranfer program. After selecting a file in that, it will now work with "Summon the Heroes of Darkmoon" in the game.
Alternatively, one of the save files can be renamed TRANSFER.SAV. This can also be done with EOBDATA.SAV from the first game, though the results will be somewhat buggy.