When changing pages to posts, how do you set up 301 redirects for the page URLs?

If it’s just a few pages, then you could set redirects explicitly for these pages in your .htaccess file (it’s located in your WP install root folder), just add following lines on top of the file (you will need to write a rule for every page you want to redirect):

Redirect 301 /this-is-the-page /default-category/this-is-the-post
Redirect 301 /this-is-another-page /default-category/this-is-another-post

as you see the pattern is really simple:

Redirect 301 /old-page-path /new-page-path