Either you migrate every consumer, and then associate a JWT credential to it. In this way the JWT credential belongs to a consumer (
https://getkong.org/plugins/jwt/#create-a-jwt-credential), and you can associate multiple JWT credentials per consumer. Think of the consumer as a developer, and the JWT credential as the credential that the client "application" is using (a developer can have more applications).
Of course you can always create just one consumer called "global" and then create 100k JWT credentials, and that would work fine, except you will be losing some depth in managing the relationship consumer <> credentials. It's really up to you.