You're right, SwTrinity.
The option to change a check transaction into Bill Payment Check is unavailable. Since the downloaded payments were classified as checks, you can remove them in the Transaction List window on the Bank Feeds Center.
Once done, apply the Bill Payment Check in QuickBooks. Just follow the steps and details in this article: Pay bills in QuickBooks Desktop.
I found a helpful article for more details about adding and matching Bank Feed transactions: https://quickbooks.intuit.com/community/Help-Articles/Add-and-match-Bank-Feed-transactions/m-p/20375....
Feel free to reply to this thread if you need anything else. I'd be glad to help.