I admit I didn’t think it all the way through. If your goal isn’t ultimately data collection, you would make a browser addon and use javascript injection (the frontend scripting language for rendering web pages). I replied to another person with loose technical details, but you could create a browser addon where you push a button in the top right corner of your browser, type a username, and then it transforms the page to show nothing but posts by the user of that page by leveraging the web page’s frontend scripting language.
So there’s a user-friendly way to transform your browser’s rendering without APIs, clunky web scrapers or excess server load. It’s basically the same principle that adblockers work on.
As for finding your comments regardless of the thread they are on, that is already a feature of Reddit’s platform—click on your username, then click “comments” to get to the LW implementation of that feature.
Regardless, that isn’t what you were describing earlier. It would not put extra load on the server to have jQuery transform this thread, which has all the comments, to show only your comments on the thread. It’s a client-side task. That’s what you originally said was not feasible.
All this talk has actually made me consider writing an addon that makes slashdot look clean and in-line like LW, Reddit, Ycombinator, etc.