There are no app[s] like that at the moment but you could try to make it one, it sounds an useful idea to me.
In the meanwhile, it's not 100% what you are requesting but it could work:
- Browse http://www.stackprinter.com/favorites?service=stackoverflow&userid=470933&page=1
- Print every questions in Pdf (I can do this natively on Osx, you may require some Pdf printer).