Hi @TorreyFalconer
SharePoint to CDS import is actually pretty easy. Follow these steps:
1) Create your entity in CDS for the SharePoint list.
2) Add the fields into CDS that were your columns in SharePoint. Be sure to use the same data type, and populate your option sets the same as they were in SharePoint.
3) Export your SharePoint list as an excel file:

Open this file and save it as a CSV.
4) Go to the Data Import Wizard. From make.powerapps.com just click the gear in the top right corner and either click Advanced settings > The arrow next to settings along the top > Data Management >Imports > Import Data along the top
or from the gear:
Admin center > Environments > select your environment from the list > Settings > Data Management > Imports > Import data along the top.
Either route will get you into the data import wizard:

5) Upload your csv and it will walk you through the steps of mapping your data.
This is a much more reliable method for data import, especially if you have something like a SharePoint list that you can easily turn into a CSV file.
Let me know if you have any issues.
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