For me, the crossover to sandbox happened when the PCs started going on quests on their own volition rather than taking quests they were given. But I did use a couple of more linear adventures as an entrance ramp, partially so they know more about the world.
Now my players are weighing up options of different quests, and have formed close relationships with a few NPCs. It’s become quite easy to manage. I need a few locations and Journeys, along with the occasional “bang” to keep things interesting, all of which I can either take from those three books or use them as inspiration.
I’m also putting together some custom Fellowship undertakings based around the holding one of the PCs has claimed on the Dwarf road, right in the middle of Mirkwood. That location works for the “bangs” too.
Though it might tumble down since owing to circumstances outside the game we’re on a long break. We’ll probably need another long entrance ramp when we’re able to start up again.