Has anyone gone through a career change (to something in data science / ML) after going through courses like fast.ai? If so, how difficult / easy was that change?

Yes lots have - it's really common. Check https://forums.fast.ai for many stories. There's also some linked from https://course.fast.ai.

It's a lot of work and requires tenacity - the same amount of tenacity that's required to reach a high level of competence in any field.