Just implemented it for fun on my instance (lemmings.world). Sadly you need to be a user of that instance for it to work. When logged in you go to https://lemmings.world/rss/init, afterwards a link is shown (among other information) that looks something like https://lemmings.world/rss/4e6490fe0613f6e2e03cd420f71df14476e769b57604652921c1a7b2150f0888 - that is your personal RSS feed of stuff you saved with a URL that cannot be guessed automatically (the hash is entirely random).
It could be made to work for all instances, but that would take me a while. You can also ask the admins to install the app on their website (it's open source and can be found at https://github.com/RikudouSage/LemmyPersonalRss).