Thanks for your question. I will try to help.
Your situation is a little different from normal.
“indefinite leave to remain” is the non-eea equivalent of “permanent residence” (PR is for EEA natioanls such as you).
If you were a non-EEA citizen then you would apply to transfer to a “no time limit” BRP by using the procedure on the following page:
The problem is that this if for non-EEA nationals only, as you will see from the form itself:
You will see this is confirmed on the third paragraph of the front page.
There is not really an EEA equivalent.
Obviously, EEA nationals can apply for PR using the forms on the following page:
The form can also be used where a holder of PR has had it lost or stolen, so in my view you are best off applying using this form but submitting a covering letter in which you specifically refer to your old passports which demonstrate that you already hold PR and that you are simply applying in order to have a BRP issued to you.
You are absolutely correct that you now need a PR BRP in order to apply to naturalise as a UK citizen and given that EEA nationals cannot use the non-EEA “no time limit” transfer to a BRP, this would be the best way forward.
My goal is to provide you with a good service. If you feel you have received anything less, please reply back as I am happy to address follow-up issues specifically relating to your question.