You can not mix HDD and SSD to same virtual disk. So replacing HDD with SSD one by one in an virtual disk will not work. You need to create another virtual disk using SSD, then copy the data to new virtual disk.
Hello! I have T420 RAID 1 H710 array - two 500gb HDDs. Can I upgrade them just by rebuilding one by one - pull first HDD, put SSD and let it to rebuild, then pull second HDD and replace it with the second SSD same size of 500gb. Or backup and build it from scratch?  
RAID 1 upgrade to SSD