My first attempt, similar to this, failed miserably as the site employed some kind of cookie check that immediately blocked my requests by returning 403.
As mentioned in article I then moved on to Scrapy https://scrapy.org/. While seemingly a bit overkill once you create your scraper it's easy to expand and use the same scaffold on other sites too. Also it gives a lot more control on how gently you scrape and outputs nicely json/jl/csv with the data you want.
Most problems I had was with the Scrapy pipelines and getting it to output properly two json files and images. I could write a very short tutorial on my setup if I wasn't at work and otherwise busy right now.
And yes it's a bit of grey area but for my project (training a simple CNN based on the images) I think it was acceptable considering that I could have done the same thing manually (and spent less time too).