To demonstrate that matter is conserved during a physical change, the best procedure would be:
Find the mass of a piece of ice. Let the ice melt. Find the mass of the liquid water.
This procedure shows a physical change (the melting of ice to water) while allowing for the measurement of mass before and after the change, thereby demonstrating the conservation of matter. The mass before melting (ice) should be equal to the mass after melting (liquid water).