There are no app[s] like that at the moment but you could try to [make it one][1], it sounds an useful idea to me.

In the meanwhile, it's not 100% what you are requesting but it could work:

1. Browse
http://www.stackprinter.com/favorites?service=stackoverflow&userid=470933&page=1
2. Print every questions in Pdf (I can do this natively on Osx, you may require some Pdf printer).


  [1]: http://stackapps.com/questions/1/api-documentation-and-help