If you are on a Mac or on linux and if you want a fontforge script to execute from the command line, then save the lines

Open($1)
SelectWorthOutputting()
Export("eps")

to some file, say expglyphs.pe and then the call

fontforge -lang=ff -script expglyphs.pe <fontfile>

should give you one eps file for each glyph in the font.

Else you probably want a script to call from within FontForge using File > Execute Script > FF: in that case, remove the first line from the script above. You could also select the glyphs to output using the user interface instead of a script; you then need only the line Export("eps") or simply type Export("eps") directly in the little window that appears when you select File > Execute Script > FF.

Added: with the extension .pe, the script is properly listed when you click on ... in Files > Preferences > Script Menu and you can then easily add it to Files > Script Menu