[Dovecot] Moving from MBOX to Maildir or DBox ?

Hello

Actually we use MBOX format for all our IMAP access but users complain they cannot create subfolders in imap folders, of course they cannot because of MBOX format ...

I need gurus advices on changing mailbox format

Maildir of Dbox ?

What would be the safest way to go ?

Note : we extensively use Thunderbird here.

Thanks