Unless you need the miles for a specific booking as you're short of miles, my rule is to always hold Tesco points in Tesco, and Amex MR's in Amex.
Both schemes give you the most flexibility of how to use them, you're not in any rush. Amex MR's last forever and Tesco CCP's give you two years to do something with them - plenty of time to consider options.
Both schemes transfer in under 48 hours if you ever need them quickly, once in BA they remain in BA.
Plus you never know but there might be a transfer bonus at some point in any two year window - if there isn't you've lost nothing, if there is then that's the time to move them over, not before.
Think there was a poster on here who transferred 2.5m MR's over when there was a 100% bonus and ended up with 5.2m BA Miles - now that's the way to do it !