So, I used @pruvisto 's Debirdify to get the Mastodon addresses of everyone I follow on Twitter.
Then, I downloaded those addresses as a CSV, which seems to be in a format used for interchanging AP addresses in Mastodon instances.
Then, I went to Preferences -> Import and Export -> Import, selected "Import Type" to be "Following list", chose the CSV file I'd downloaded from Debirdify as "Data", selected "Merge", then the "Upload" button.
It worked well! ~14% of my Twitter follows imported.
I forgot the link! https://pruvisto.org/debirdify/
Thanks @pruvisto for such a nice tool.