http://answers.unity3d.com/questions/15561/changing-the-prefab-an-object-is-associated-with

Just in case you are as stupid as I am and place the imported models in your Unity 3D scene and later realise that prefabs would have been rather fab: This is the solution: Drag your new prefab onto the old model in the hierarchy pane while having pressed alt – instant replacement. And once again, the day is saved.