Shameless plug: I've written a utility which delivers you your favourited posts and comments. While it doesn't support backfilling at the moment, you're welcome to take a look: https://github.com/rounakdatta/my-best-of-reddit.
https://notado.app has supported importing saved comments (and tweets, and hn comments etc) for a long time now. Even if you don't want an account long-term, you can use it to dump your saved (text) posts to a machine readable format for later.
