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 that the mass of the ice (which changes from solid to liquid) remains the same before and after the change, thus demonstrating the principle of conservation of matter during a physical change. The mass will be equal before melting and after it has turned into liquid water, illustrating that matter is conserved.