As is often the case in Moodle, the "best" way, depends how familiar you are with the tools you have at your disposal.
For me, the quickest way would be to extract the information from the Moodle database. If you have access to a database administration program, such as phpMyAdmin, you could extract the lesson pages with something like the following SQL:
SELECT title,contents
FROM mdl_lesson_pages
WHERE lessonid IN (SELECT id FROM mdl_lesson WHERE course=99)
You may need to change "mdl_" to whatever prefix database table prefix your Moodle site is using ("mdl_" is the default). Also, you need to change the "99" to whatever the id is for the course where the lessons are.
You could take the above idea a stage further and have the database server create the html too. The following code works on a MySQL server:
SELECT CONCAT(
'<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN"',
' "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">',
'<html><head>',
'<meta http-equiv="Content-Type" content="text/html; charset=utf-8" />',
'<title>',title,'</title>',
'</head><body>',contents,'</body></html>'
) AS copy_and_paste_to_an_html_file
FROM mdl_lesson_pages
WHERE lessonid IN (SELECT id FROM mdl_lesson WHERE course=99)
As before, you will need to change "99", and maybe "mdl_", to suitable values for your Moodle course and database.
regards
Gordon