Nothing special. They should open up just fine in NX 11.
Generally speaking, no "processing" is required to move from one version of NX to the next.
Occasionally, customers will use a batch script to automatically "refile" parts in the new version, to take advantage of new data model things that will improve load performance significantly (if a new data model for faceting has been introduced, for example) but I don't think this has ever been mandatory. At least not in the 20 years since I've been here.
Does that help?
Taylor Anderson
NX Product Manager, Knowledge Reuse and NX Design
Product Engineering Software
Siemens Product Lifecycle Management Software Inc.
(Phoenix, Arizona)