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I wrote a quick manual for some friends trying to leave reddit and get their saved stuff, maybe it'll help someone else as well. Feel free to point out any mistakes, I'm by no means an expert.
If you don't need it easily parseable, you can go to your saves and just scroll down until there are no pages left (this may be a RES function) and then save as html and/or print to PDF.
I didn't use save posts so didn't need to save anything, but it's enough to change one line in the textposts.py script from "reddit.user.me().submissions.new(" to "reddit.user.me().saved(" to pull those down.
Alas, if you have more than 1000 of these saved posts, there's no good way aside from the GDPR archive to find them - saved posts are private to a user so pushshift wouldn't have a copy of these.