You should create your model like this:
from transformers import TFGPT2Model
model = TFGPT2Model.from_pretrained("path_to_dir", from_pt=True)

where path_to_dir should be replaced with the path to the directory where your pytorch model is (what you set in  GPT2Model.save_pretrained()).
Then you can use your TF model and save it with the save_pretrained method.