What I'd do is make backups of both NANDs before unlinking them:
1) Format sysNAND and set it up (username, date, etc)
2) Back up sysNAND and keep a copy safe (e.g. as sysNAND-8.0.0-linked.bin)
3) Create emuNAND using GW menu
4) Back up emuNAND and keep a copy safe (e.g. as emuNAND-8.0.0-linked.bin)
5) With the SD card out of the console, format sysNAND again to unlink it from emuNAND. Set it up again with different dummy settings, language, theme... to be able to tell it apart from your emuNAND.
6) Back up sysNAND just in case (e.g. as sysNAND-8.0.0-unlinked.bin).
7) Put SD card back in and update emuNAND to 9.2 using a ROM (9.6 doesn't work yet as of this writing, I got lucky and updated to 9.5 just in time)
8) Back up emuNAND again and keep a copy safe (e.g. as emuNAND-9.2.0-linked.bin)
9) Have fun in emuNAND. Make backups regularly. Don't use the dummy sysNAND for anything you care about.
This way, you keep backups of stock versions of both sysNAND and emuNAND, and backups of an up-to-date emuNAND, all of them linked. Plus a clean, dummy, unlinked sysNAND.
If for whatever reason in the future you want to move from emuNAND to sysNAND, simply flash back your sysNAND backup and update it. There should be no risk of brick, because you're using your own sysNAND dump. And the sysNAND backup would still be linked to your emuNAND, so it should have access to everything the emuNAND had on the SD card (except the non-legit stuff that wouldn't work on sysNAND). Edit: if you install any legit CIA, you should make a newer backup of whatever *NAND you install it to, because previous backups won't have the required ticket to validate that CIA as legit.
However, once you update sysNAND, downgrading it again would require a hard mod.