@mauve Good news! The archive feature does exactly this! It also puts together a nice little local website that lets you browse your data which is honestly a cut above other services that just dump you with a bunch of json files and walk away happy that they did the legal minimum required by the GDPR.
They also don't include other user's avatars or names in your downloaded archive but do include a link to view the live tweet.
https://twitter.com/settings/download_your_data
@mauve tried to scroll down and pick a good one haha