Carrying over theme options to .org blog from .com

I’m moving a site from WordPress.com to .org self-hosted. The problem I’m running into is all the little things that an export/XML dump doesn’t include.

One thing is videos (has anyone figured a workaround to that?)

But the main problem I’m having is theme options and custom CSS things that have been put in place. I was surprised that export didn’t include any details about the theme. So I have fresh installed the same free theme on .org but it isn’t exactly the same. And I have to go thru all the theme options and widgets etc to re-create the look I had on .com. Any better ways to go about this?