Apple ID not supported - Use a Managed Apple ID Error
To work around this issue:

open https://appleid.apple.com, login with your old Apple ID and change the email to a new address (eg. my@example2.com)
on the Mac/iPhone with the issue, add this new Apple Id as a secondary iCloud account
enroll with your Managed Apple ID
remove the my@example2.com Apple ID from the device (which can now be deleted)