If you feel you must move them, then script out the drop statements for the FKs, script out the table move to the new filegroup, and then script out the create statements for the FKs.

I'd rather keep the PKs where they are, or plan in advance. When creating a table - create it in the appropriate filegroup so you don't have to move them.

BP is considered to create a separate filegroup for tables and objects separate from the primary filegroup (initial data file), but not necessarily to separate all indexes from the data. When doing a piecemeal restore, you have to have the indexes and data filegroups restored anyway, so I like to keep those together and break into filegroups in a different manner.