@dabson There's no general "method" to it, the implementation would naturally depend heavily on the services in question, but the overall idea would be to serialize the relevant data from the source service (here, the followed manga on Mangadex), run it through a transformation function if necessary (here, mapping the Mangadex IDs to MAL IDs) and inserting the transformed data to the target service (here, following the mapped IDs in MAL).
In this case, mapping the IDs would be the difficult part, and I don't think MAL allows mass following either.