Some of Anji's normal moves have frames during which he is blocking high or low while the move is executing. These are "Guard Points". If you block an attack during these frames, you can use the specials. Baiken's attacks are "Guard Cancels", moves you can do out of blockstun. I don't know Anji's frame data off hand, you'll have to do a bit of research for that.
As for transferring skills from GG to BB, I suppose execution will transfer over, but otherwise I'd say the gameplay between the two series is very different. Don't go into BB expecting it to be like GG, and vice-versa. I'd still say pick up CS:EX as it's probably the best iteration of BB so far and has smoothed out a lot of the problems the series had, but if you want Guilty Gear 3 you'll still be waiting.