To paraphrase my understanding of the work of respected Christian scholar Bart Ehrman, you must first consider the historical and geographic context under which Christianity emerged. Records of the origins of christianity all date its emergence to regions which fell within area that was under control of the Roman empire. The Roman Empire at the time was vast and had a unique way of managing its "territories" (if you can call it that). According to Ehrman, the Roman's pretty much let individuals within these territories practice whatever religion they wanted freely UNLESS they felt that this religion posed a serious threat to the stability of their rule within the region. For example, the area under which christianity emerged had a large Jewish population. Other areas in the empire practiced paganism, but we must clarify what this was too. Paganism isn't an overarching polytheistic religion. Different cults existed around different locations and would be dedicated to worshipping a particular god, which could be of Roman origin. Because of this, the variation in Pagan practices varied widely. Anyways, after Christianity subjectively failed to become the predominant form of protestant Judaism, it sought to seek new converts, even those who were (gasp!) Pagans, which was attempted to be done through missionary efforts. Anyways, what I mean to say is that Paganism itself was practiced as a more local, sect focused tradition rather than an hegemonic unified structure like Christianity (if not yet in its organizational power, than at least theologically) prevented the efficacy of any extensive literature to be written about Pagan attempts to covert Christians. That said, it would be naive to ignore the heavily pagan influence that is still alive within the Christian tradition today and resulted as a gradual homogenization of the various traditions prevalent during its core formation. Hopefully this is what you are trying to ask about, I know more if you can clarify your question as I am a religion student, sorry if my citations are unsatisfactory but reddit is my one refuge from living life in MLA format.

There a number of sources on the subject. I'll give a brief survey, which will certainly leave important figures off.

From Late Antiquity, I'm guessing this hasn't been mentioned precisely because it's so famous, but one of the most important works in the history of Western Literature, Augustine's Confessions, is an account of a conversion from Greco-Roman Paganism to Christianity. Justin Martyr was also a convert to Christianity who details his conversion in the Dialogue with Trypho. We also have Pagan critiques of Christianity, which we can see indirectly in basically all the apologetic literature produced during the period and directly in Origen's Contra Celsum, the writings of Julian the Apostate (a convert from Christianity to Greco-Roman paganism and the last non-Christian Emperor), fragments of Porphyry, and others.

In the Middle Ages, we generally don't have many sources from the folks being converted, but we do have a lot of accounts of that conversion, which details the often violent reactions it engendered. [Fordham's medieval sourcebook](http://legacy.fordham.edu/Halsall/sbook1e.asp#The Conversion of Europe) has a good sampling of these accounts. This might be the closest to what you're looking for. We also have histories written during the Middle Ages which details the conversion of various peoples, the Heimskringla and Njal's Saga, Bede, etc. Obviously, we have to read the with the knowledge that the authors have very obviously chosen a side in the debate, but they're still very useful.

I'm struggling to remember if there are any first-hand accounts from the Middle Ages of someone who converted from Paganism to Christianity. I'm convinced that there's at least one that I've read, but can't for the life of me bring it to mind.

As for converting the other way, you can certainly find evidence of folks lapsing back into Paganism in the histories and hagiographies I discussed above, but there weren't really pagan missionaries in any real sense that I'm aware of, although there are Muslim efforts at converting Europeans and heretical movements like the Cathars who had missionary preachers.