Is there any way to extract a report or show somewhere everyone who has selected the 'do not email me' option?
Aside from going through every one of my 6k+ users individually that is
Just want to be sure we're not contacting anyone who has asked not to be contacted, as there are quite stiff penalties in Australia for doing so.
I think there is no direct report available that can give you this information. However, you could use the below API call to check if that setting is set or not.
Please refer to this documentation for further details.
Hope this helps!