tgwp.py

import telethon.sync

from telethon.tl.types import WallPaper
from telethon.tl.functions.account import GetWallPapersRequest

# see telethon docs to get client

w = client(GetWallPapersRequest())

for i, wp in enumerate(w):
    if not isinstance(wp, WallPaper):
        continue

    for s in wp.sizes:
        fn = '{}-{}.jpg'.format(s.type, i)
        print(fn)
        client.download_file(s.location, fn)