Begin by visiting the RKI (Robert Koch Institute) Covid data portal. Download the dataset you require in a CSV format. RKI typically offers data in various formats like CSV, which can be directly accessed and downloaded from their official website.

Set up your local development environment to handle data processing. Make sure you have Python installed along with necessary libraries such as Pandas for data manipulation. This will allow you to read and process the CSV data efficiently.

Use Python to read the downloaded CSV file. Here’s a simple example using Pandas:
```python
import pandas as pd

data = pd.read_csv('path_to_your_file.csv')
# Perform any necessary data cleaning or transformation here
```
Ensure the data is cleaned and transformed as needed for your specific requirements.

Set up your Convex environment. Convex is a database platform that allows you to directly interact with your data. Ensure you have an account and create a new Convex project where you will store the RKI Covid data.

Use Convex’s client libraries to connect to the Convex database from your local environment. Convex provides SDKs for different programming languages; choose one that suits your setup. For example, if using JavaScript, ensure you have the Convex client library installed and configured.

With the connection established, write a script to insert the processed data into your Convex database. This involves iterating over the data and using Convex’s API to create or update entries in your database. Here’s a pseudocode example in Python:
```python
from convex import ConvexClient

client = ConvexClient('your_project_url')

for index, row in data.iterrows():
client.insert('your_collection_name', {
'field1': row['csv_column1'],
'field2': row['csv_column2'],
# Map all necessary fields
})
```
Replace `'your_collection_name'` and field mappings with appropriate names.

After the data has been transferred, verify the integrity and completeness of the data in Convex. Run queries to check that all records are correctly inserted and that data types and values match expectations. Making sure data integrity is maintained is crucial for subsequent analysis or reporting.

By following these steps, you'll be able to transfer data from RKI Covid to Convex without relying on third-party connectors or integrations, ensuring a direct and controlled data handling process.