The filter you'll be moving over, is it the one from the current tank? Wait, move one and leave one? That's actually great, that's what I would do, given the choice.
When I set up my new shrimp tank a couple of weeks ago, I had to do it fast, so didn't have this benefit, and I moved over a double sponge filter from their main tank to the new one. Be prepared that you'll likely have a mini cycle in the new tank, even with an established filter - just because you're losing all the BB from the tank and substrate, and it takes a few days for the colony to re-grow. But if you have two filters, that's great. Set up the new tank with your new sand and water etc, move one filter and some plants, test and do water changes to ride out mini cycle. Mine was just low nitrite readings for a few days that needed 50% daily water changes for around four days (I made a thread because I was confused and concerned for shrimp) and shrimp and fish still managed just fine. Neocaridinas are sometimes tough little things.
Given the luxury of riding out that week of the mini-cycle in the new tank, while shrimp were safely in the old one, that's what I'd prefer. The old tank likely won't mini-cycle since shrimp bioload is so low, and even with losing one sponge filter, the remaining BB all over that substrate and tank will probably handle it just fine, but of course do water tests to make sure.
For as delicate as shrimp can be, my colony handled the move, captures, and clean tank like champs. Since my move was an emergency I had to just net them all out into a bucket, drip acclimate them to make myself feel better about it, and move them into a clean tank. New substrate, brand new in-vitro grown plants, new clean hardscape, everything but the sponge filter was clean and new, so no algae or biofilm. Not ideal, but had to be done. So I needed to feed the 40 odd shrimp daily, which probably didn't help mini cycle but had to be done, but the shrimp handled the move, the reliance on supplementary food and the mini cycle like champs.
This was them settling down to dinner in the new clean tank within half an hour of being netted out of the bucket.
My syphon hose/connector is too small to syphon up adults, so I stuck with a net. But even after I was convinced I had got every single shrimp out of the old tank, I've still found and caught 6-7 tiny shrimplets that had hidden away in the old tank, so if possible, I'd leave the old tank set up for a while and move things around now and then, looking for shrimplets that have coloured up in the weeks since you moved the rest of the colony.
So I think they'd be okay even if you moved them all straight over on day one, especially if you're moving plants and decor and things with more BB and algae/biofilm for them to nibble. As long as you could do daily or twice daily water changes to keep on top of the mini cycle, they'd handle it better than you think