If you want to rotate keys, then simply delete your private key and since we trust Bluesky so much we can use the PDS to share new pubkeys once we rotate. In fact, this would work for signing keys too! Then the PDS wouldn't be able to write messages for you if it wanted to.
For group messaging you simply encrypt the message to each recipient.
If they want to upgrade to a Axolotl from this, great! But starting with plain text is not private messaging, it is group messaging with your PDS admins and whoever they want to share that data with.