Windows user here - I like to use a tool called irfanview which I have been using over 10 years now, it's a 3MB freeware and can do many sorts of (batch) modifications on images, some in lossless quality. powerful stuff.
I also use & recommend xnview which is available for MAC also and also has a command-line tool.
Simply view the JPEG you wish to convert and choose "save as" from the top left "file" menu and save using "progressive".
