Well, I guess you have to take them at face value. I am a C# programmer primarily, but have been working on a VB.NET web application for the last 6-8 weeks.
My seat of the pants estimation suggests that using conversion functions such as CInt, CDate etc to be as fast as using Convert.Toxxx methods.
My advice would be: if it makes it easier, and it doesn't have a performance penalty then go for it! I would also teach them the .NET approach as well and let the user decide.
BTW, as a C# guy, I love the ease of the Cxxx routines. Just because they are only available in VB.NET doesn't mean you shouldn't use them (IMHO). Horses for courses and all that.