Unlinking and relinking is just the way you do it if you start from the echo app. It’s not a big deal. It’s going to ask you to sign into your smartthings account, show you the device list, and you pick the devices you want authorized to echo.
If instead you start from the Smartthings app, go to the rooms view (four little squares Icon at the bottom of the page) choose “smart apps” and you’ll see your echo integration there. Start it, and again you get the list of devices, and again you pick the ones you want to authorize to echo. So you get to skip the sign in step if you start on the SmartThings side, but if you want to put the new devices into echo groups, you have to go and open the echo app anyway after you’ve authorized the devices, so some people may find just using echo and a little smoother. It’s just a matter of taste.
Details in the echo set up FAQ. See step 10.