When copying a VoiceThread you have the options to retain all comments, retain only your own comments, or retain no comments. So, you can copy a VoiceThread and only retain your own comments. If hoping to facilitate this process on behalf of an instructor, you will need to impersonate the instructor in D2L in order to complete the copy. (Please note this option is only available to D2L admins.)
A guide to copying a VoiceThread and using these options is found here.