Alt-D creates linked duplicates while Shift-D creates unlinked duplicates. I've created abunch of linked duplicates through Alt-D, but now I want to differentiate them. How do I change them to the Shift-D behavior? I tried selected them all, right clicking and pressing "Unlink," but this seems to delete the objects. Am I missing something?
You're unlinking the object from the scene with the Unlink command. What Alt+D does is make a new "Object" whose "Mesh" is linked to another object's mesh. If you select one of these objects and go into the "Object Data Properties" tab, you'll see the mesh name with a number next to it (2 in the example) meaning there are that many users of the mesh. If you click the number, Blender will make the active object a single user copy of the mesh. The mesh will get a new name, and the number will disappear. Missing numbers mean single user.