After moving my blog from Wordpress.com to my Gatsby powered blog, I ensured that all my links indexed by Google and backlinked from other sites were still valid by having redirects from the original urls to the new urls.
Yesterday, I did a quick analysis of my traffic that shows that my strategy was a success.
As seen on the following graph, I have about 49 sessions per week. Not much, but roughly the same as when I had my Wordpress.com blog running.
Looking at my traffic sources, most of the traffic is organic from search engines, primarily Google. This indicates that my redirects from the existing index urls works as intended.
All in all, the move did not affect my SEO negatively.