If you are just doing a redesign that does not entail any URL changes, I would suggest keep them as is.
On a side note, how are you ranking compared to your competition ?
You could potentially test 1-2 pages on your site, change _ to - and see if it makes any difference. And yes, you would need to do 301 redirects and that would pass most (not all) of your link juice. It can and still work fine. So before you do something like this on a large scale, test it on a small scale if you can.
It also depends on how much authority your site has in Google ? Do your breadcrumbs show up in Google SERPS ? And so on.
I hope this helps you come to the right conclusion.