I went from unrooted MR2 update to rooted GB rom with 2.5 radio.
i used the auto root file from android centrals TB forums.
it puts you back to 100% stock, pushes the necessary files, then flashes MR1 rooted to the phone. from there download the necessary radio and ROM file (usually linked to the original post of the ROM) rename radio file to PG01IMG and place on root of SD, boot into HBOOT flash the radio, reboot phone, boot into clockwork from ROM manager, do a full wipe if it is called for in the ROM thread, flash ROM, reboot.
just be careful you are installing the radio for rooted phones. if you install the full RUU for non rooted phones, pretty sure it will get rid of root, or at the very worst, brick the phone. but just go with what is linked in the OP of the ROM and they are usually the files you need.