The appropriate procedure to demonstrate that matter is conserved during a physical change is:
Find the mass of a cup of water. Boil the water. Find the mass of the water that remains.
This procedure involves measuring the mass of water before and after boiling, showing that the total mass remains constant despite the phase change from liquid to vapor (as long as the system is closed to prevent the escape of vapor). In this way, it clearly indicates that matter is conserved during the physical change.