It would be useful for skops to provide a CLI that allows to find the untrusted types in an sklearn pickle file, and to convert it to the skops format.
Details have yet to be discussed, but it could look something like this:
$ ls
my-model.pkl my-other-model.pkl
$ python -m skops inspect my-model.pkl
untrusted types: ...
$ python -m skops convert my-model.pkl
error: untrusted types ... found, pass trusted=true if you trust them or pass a list of explicitly trusted types
$ python -m skops convert my-model.pkl truste=true # works
$ ls
my-model.pkl my-model.skops my-other-model.pkl
$ python -m skops convert *.pkl # convert multiple models
$ ls
my-model.pkl my-model.skops my-other-model.pkl my-other-model.skops