Could anybody give me some advice about converting CV from a Theremin into a MIDI controller?

There are lots of ways to convert MIDI to CV, but methods for going the other direction are hard to find.

I believe you could use the 1/4" input on a Roland GI-10 for that purpose. The GI-10 allows monophonic input received from a microphone or a guitar cable to be converted into midi. You can find the GI-10 used for about $100 to $150 on eBay. Since a guitar cable essentially sends a voltage for conversion into midi, it seems that the CV from a theremin ought to be able to be converted in the same manner.

Maybe you could have a look here (I worked for them, mind, so I won't inter more in the subject, save it's serious stuff)

There was at least a canadian and another french companies doing gizmos in the same direction. Got to search and come back to tell you (these were serious too, too bad I can't remember the names).

A quick googling gave me:

Electrovoce
Smartcontroller
The cool guys at Kenton's (serious stuff too I know of)
Paia
…

Watch for the Modular analogue synths manufacturers, Doepfer, Analogue Systems at least have such modules.

Anyway, before buying, I'd ask for specifics about your peculiar instruments, continuous CV brings in issues not all converters can handle.