How can I transition from 0.9 to 0.10 without losing progress? Do I just install 0.10 on top of the existing one with all my progress?
If you play on PC, you can delete the folder game whenever you want (or not).
When you install 0.10, it will create a new folder, but when you load the game, your saves should still be there and all of them should still work.
In Windows, Renpy save files are stored in the Appdata folder, so as long as you don't touch that, you shouldn't have any problem to continue your progress where you left it!