This is broader issue than just controller's config subsystem, but in general there is no documented upgrade procedure for a user to take a running Helium controller and upgrade it to a running Lithium controller (possibly shutting it down in the process).

Some discussion has happened on the mailing lists:
https://lists.opendaylight.org/pipermail/tsc/2015-May/003021.html

On the MD-SAL interest call:
https://meetings.opendaylight.org/opendaylight-meeting/2015/md_sal_interest_call/opendaylight-meeting-md_sal_interest_call.2015-05-05-16.02.html

And during the TSC meeting:
https://meetings.opendaylight.org/opendaylight-meeting/2015/tsc/opendaylight-meeting-tsc.2015-05-07-17.01.html

The highest order bits to start discussion were:
There were differences of opinion in how exactly to handle it ranging from:

1.) It should be something automatic that happens in the actual ODL project
code so that you can just, shut down the controller, expand the new zip
file into the same place, run it again, and it will work and have all your
old config persisted.
2.) It should be done out-of-band with an upgrade script.
3.) We should just document the process people have to go through.
4.) We shouldn't do anything.

It was noted that a lot of this will have to be done on a per-project basis
since each project has different config and different data.

My personal take is that #3 is the bare minimum and we've asked for
information about that since the Hydrogen release notes [1] and I think at
least documenting what users should expect (and ideally providing them a
way to move without losing all of their configuration) is probably a really
good idea.