My Baha'i friends don't know the answer, nor did I find any documented case of this; in fact, I've only encountered one documented case of a Jew (and by his name, probably a former Israeli) who converted to Baha'i faith, and he lives in the US. There must be others, but none that I know of.

I suppose the Baha'i council hasn't had to come up with a solution for cases like this, because they never occurred.