We have locally created users and have just enabled Azure AD SAML auth.
Is there a way to map SAML authenticated accounts (Azure AD) to existing local accounts? Or enable SSO for existing local accounts?
SSO account (SAML/LDAP) and local accounts are always separate. There is no mapping from one to the other.
When you transition from local account to SAML, you'll have to change the ownership of local account objects to the corresponding SAML account. That is a manual process (unless you create a script for it).