After the Field of Fire, the High Septon in Oldtown bricked it and fasted for seven days and seven nights on what to do. He advised the Hightowers to open the city gates and welcome Aegon into the city and swear fealty to him, and the High Septon offered Aegon the blessings of the Faith. Aegon accepted. It's unclear if he'd already forsaken the Valyrian gods by this point, or this is when he did it, but this is when he officially converted.