Just wanted to note that DeSmuME 0.9.5 now allows GBA->NDS pokemon migration.
The migration process fails at the end (”Save failed” message is displayed when both GBA and NDS save files are being updated) because the emu doesn’t allow/support writting to the GBA save file yet (required to "delete" the migrated pokemon). But the pokemon data is actually transfered to the NDS save, just the save block receiving the pokemon on its Pal Park slots doesn't get "enabled" because of the GBA save error.
So you just need to hex edit the resulting NDS save to make the save block getting the migrated pokemon to be the “current” one (which means correcting the checksum just before the box data block, and duplicating the whole save block so there's no other one to load from
Definitely not a procedure for everyone to follow, but I'm sure it will be useful for those who know what I'm talking about, like Poryhack.