Two methods should work providing the parts are at least touching an adjacent part
1) Use the Join tool within the assy and then Save as a part.
2) Save as the asy to a part, and then use the Combine tool.
Easy! Here is an assembly of gears I just had open:
Do a Save As... and select Part for the file type:
If you do not select anything for Geometry to save then you will get individual solid bodies, which is probably exactly what you want. The file is much smaller and the parts are frozen in the position they were in at the time of the save, interferences and all.
Be aware of the options you have. If you select Exterior Faces you get surfaces only.