Hello Andrew, there are two routes for exporting data from emoncms.org and importing into a self-hosted installation.
The first is the sync module, full details are available here: GitHub - emoncms/sync: In development: Download or upload emoncms feed data between local and remote emoncms server's
The other is the backup script available in the usefulscripts repo, documented here: GitHub - emoncms/usefulscripts: Some useful scripts for administering Emoncms accounts
There is an ongoing discussion about the sync module and exporting dashboards on the billing thread Emoncms.org billing