I didn't. I kept both in two different but adjacent folders:
tales-from-the-unending-void-win-linux\TFTUV-0.9-Uncensored Edition (PC)
and
tales-from-the-unending-void-win-linux\TFTUV-0.10-Uncensored Edition (PC)
I then ran the game from 0.10 and it managed to find the saves from 0.9. It seems to place new saves you then make in the 0.10 folder (game -> saves).
I haven't tried, but I think you can just move over the saves from 0.9 to 0.10 and then delete the entire 0.9 folder.