I'd definitely leave the 457(b) alone. 0.11% expense ratio is still reasonable IMO, and not worth giving up the penalty-free withdrawals. Maybe keep an eye on the ER and take action if it gets out of control in the future.
As long as you're comfortable with paying the tax now on the Roth conversions, I see no problem rolling the 403(b) into an IRA and starting the conversions. Some people like to keep a toe in the TIAA water for various reasons, but if you're not into the whole Traditional thing or annuities, I don't see a compelling reason to stay there.
Actually, depending on the type of account you have with TIAA-CREF, you might find that you can't get the money out except in equal installments over 10 years. I assume you've looked into all that though.