Those pieces simply vanish in the migrated/converted mod. This happened to me in enough places that I ultimately decided not to convert, but the NV-GECK will accept your mod without issue and will only crash if hundreds or thousands of records are missing. I successfully migrated my WIP project of ~44k records and lost ~2,200.
It all depends on how lucky you get. What I have found in studying the difference between the games is that there are more model assets in Fo3 and the kit sets are more complete. In FNV you will notice that in the OffHall kit-set, the 4-way is gone. In the UtlBayHall kit-set, the 3-way and -4way were gone. Kinda critical pieces if your cell depends on them. I had even gone down the path of starting to re-create the 3-way and 4-way halls from NV assets in Blender, which is legal as long as your starting with a New Vegas asset and mod it from there.
It will be obvious once you load the mod. In my case the most amusing was my statesman hotel, in which all the room pieces vanished (so I had massive clutter floating in the air). Was pretty funny.

In general the NV-GECK will remove missing refs, so the resulting mod (once saved in the NV-GECK) will be 100% legal as long as your not manually moving assets from Fo3 to FNV.
Miax