We address two major challenges in setting up probability-based online panels of migrants, using the German Emigration and Remigration Panel Study (GERPS) as an example. The first challenge is potential spatial and social selectivity in unit response when using push-to-web recruitment. To address the first challenge, we draw on a split ballot experiment with return migrants in wave 1 of GERPS. The related analysis uses population register data and geo data. We use logistic regressions to compare unit nonresponse between a push-to-web-only control group (n = 5999) and two sub-samples (each n = 1000) with optional paper and pencil interviews (PAPI). The second challenge is panel attrition. To address the second challenge, we investigate the role of individual-level and survey-related factors for panel consent. The regression analysis uses GERPS data of first-wave respondents, estimating panel consent rates for responding remigrants in general (n = 6395) and in the experiment sample (n = 2130). We find that the provision of an optional paper questionnaire marginally increases the likelihood of response. The positive correlation of PAPI and response rate, however, is counterbalanced by a negative correlation with the likelihood of panel consent. This suggests a trade-off scenario to the detriment of either response rates or panel participation rates.