The code for this has been on Github for quite a while, I can try updating it to the latest verison of MAME and see if it builds, it's been broken before by core changes in MAME.
https://github.com/SteveMoody73/mame/tree/gfxsave
I don't mind creating a pull request for MAME but I wonder if they would be wary of changes like this. Being able to save potentially copyrighted material for use in other projects could be a problem for them.