Ah, the never-ending debate, dry (wax/teflon) vs. wet (oil). Lots of cycling tech articles on this subject. Get your popcorn!
I'm a wet-lube proponent, having tried dry lubes, my experience is the term "dry lube" is an oxymoron. Dry "lubes" do keep it cleaner in dusty/dirty conditions but they don't lubricate very well, so you get accelerated drivetrain wear. Of course, using wet lube in dusty/sandy conditions also accelerates wear for different reasons!
For chain longevity, the best lube I've found is chainsaw bar & chain oil. It is a heavy oil with high film strength that minimizes metal-metal contact and a tackifier additive to reduce sling-off. With this lube (and keeping the chain clean) the Shimano 105 chain on my road bike went 15,000 miles before stretching 1% (my replacement threshold). The Ultegra chain on my road tandem is still un-stretched at 10,000 miles. And you can buy a gallon (a lifetime supply) for about $10. That makes specialized bike chain lubes seem silly and overpriced.
I'm not trying to convince you not to use a dry "lube". Only pointing out that in dusty/sandy conditions you will get accelerated chain & drivetrain wear no matter what you do. Choose your poison.
Regarding your question: to switch from wet to dry, degrease the chain and clean the drivetrain as well as you can. I think the Park chain cleaning tool does a good enough job if the brushes aren't worn and you use a good degreaser, then dry it afterward with a shop rag, and repeat. Sure, you can remove the chain and soak it overnight in a jar of degreaser. That won't hurt, but IMO it's unnecessary.