This Stream Spigot tool lets you subscribe to your Twitter timeline in a feed reader such as NetNewsWire. By signing in with your Twitter account, you enable Bird Feeder to generate a feed under a "secret" URL that will contain the tweets of all the people that you follow.
Note: feeds are expensive to provide and are only available to a few accounts.
As a bonus for these uncertain times, this tool can also generate a backup of your tweets and favorites. This is available for all accounts.
To get started, sign in with Twitter to allow Bird Feeder access to your tweets.