It is not possible to directly convert an MBR disk to GPT if it already has volumes. However, there is a workaround.
1. Present a new lun to the server.
2. Write a signature to the disk (select GPT).
3. Add the disk to the diskgroup with the MBR disks.
4. Move the volumes from the MBR disk to the GPT disk.
5. Once the volumes are done moving, remove the old disk from the diskgroup.