I have added Okta and enabled SCIM to my org. I can provision new users but this creates a new user in Sentry. I would like to link existing Sentry users with an Okta identity instead.

The Sentry App in Okta provides an Import tab to do this. Clicking on Import will scan through the connected Sentry org and return a list of Sentry users that do not have an Okta identity attached. Then you will be able to link the Sentry user to its Okta counterpart.