Is it a good idea to move from FAT32 to NTFS?

I am on Rogero 4.30 v2.03 and latest multiMAN.

I have a 2TB HDD with many split games

I bought a new 2TB HDD and formatted it in NTFS.

1. Is there any program which can detect and rejoin split files? Ie so I can copy everything at once?

2. Whats the best way to make the transfer?

3. Will everything work perfectly ie games, installing .PKG files etc?

4. Have you/will you also switch to NTFS ie to avoid needing to copy 5-30GB games to internal each time you want to play?

thank you!