Electrum is the way to go. Not Mycelium or another mobile wallet.
Here is a very high-level overview of the steps:
Creating the sweep transaction (online)
- Setup the hardware wallet (backup the seed, etc)
- Record the hardware wallet address it generated.
- Load the paper wallet address into an online version of Electrum (Keep the private key away from that computer, just the ADDRESS)
- Create a tx spending from the paper wallet address to the hardware wallet address.
- Save the tx as a file to a USB stick.
Signing the transaction (offline)
- Create a secure TailsOS on a second USB stick and boot into it. (make sure to select Networking => Offline from the welcome screen)
- Load Electrum (it is pre-installed)
- Create a new wallet from your private key (type the whole thing)
- Import the unsigned tx and sign it with your private key
- Save the signed transaction as a file back to the USB stick
Broadcast the signed transaction (online)
- Rebot back to your online system
- Load the signed transaction into Electrum
- Broadcast it