Turns out Mastodon doesn't let you export your followers list.
How to do it (quick'n'dirty way):
1. Open your profile
2. Open your followers list
3. Scroll ~all~ the way down
4. Open the web console of your browser (Firefox/Chrome, Safari should be fine but I didn't test)
5. Paste `copy([...document.querySelectorAll('div.column div.followers .account .display-name__account')].map(i => i.innerText).join('\n'))`
6. Press Enter, your list should be in the clipboard