The reason that I need this is that I had to revert to an older version of a document because a component seemed to become corrupt but I did not notice for several hours, by which time I had created several new components.

I located an uncorrupted version of the document and saved it to a new document. I then opened the latest corrupt version of the document and copied the components that I wanted into the new document.

This created them as linked components in the new document.
I now want them to be local to my new document but when I right-click on the component in the document assets panel "Make local" does not appear as an option.

I eventually managed to copy the components into my new document by

a. Creating a completely new blank document
b. Copying the components that I wanted from my "corrupt" document to that blank document
c. Making all the components local
d. Copying those components to my target document (ie the document created from the earlier non corrupt version)
e. At this point I was able to make the copied components local