Good question since I also would like to convert my screensaver project from old plugin (.saver) to app extension (.appex). It needs to load some graphic files from outside of the entitlements that are granted to legacyScreenSaver.appex. Since Catalina my screensaver is pretty much useless and I don't spend any more development effort into my project if even the screensaver app extension of the operating system has "legacy" in its name witch highly suggest the old plugin (.saver) are at the end of their live time.
Hope you could give us a glims what is going on here?