Not a great answer, but for selected threads (you have to select each), you could
- create an account at
Instapaper.com,
- install the "Read Later" button in your browser's toolbar,
- click "Read Later" for each thread you want to get on your reader.
- finally, click the ePub icon in your Instapaper account where those threads are stored ("Unread", "Starred", or "Archive") and the threads will be downloaded in one ePub file.