Is there a feature here to star/favourite individual comments in the courses?

Answer 1

No, there isn't.
A workaround would be to reply the comment. By doing so you will be able to find your comment on the "comments" section of your profile. When clicking your comment you will be redirected to the original poster's comment.

(please don't spam there, say something related to the topic or "thank's for your useful comment",etc).

Answer 2

Thanks