Anyone rolled over their Roth TSP + matchings to Roth IRA?

I have the Roth TSP and the matching that the government gives us.

I am separating from the Reserves in a couple months and thinking of how a rollover will work. Has anyone done it before? How complicated is it? (I am planning to move the money to Fidelity)

Also, what happens to the Traditional TSP with the matching in it? Can I just start a Traditional IRA and rollover the matchings?