Is there any way to migrate from Medium to Wordpress without problems?

I've been blogging on Medium.com for a few years.

Recently, I decided to set up my own site again.

I was wondering if there's any way to migrate the content over to my new URL without having to mark it with a canonical tag.

In other words: marking the moved content, on my blog, as the primary and making the original content on Medium as the secondary?

I presume that I could achieve this as follows but wanted to ask whether there might be any risks I'm not foreseeing:

1) Copy content from Medium to Wordpress

2) Add the new URL (on my blog) as a canonical URL on the (formerly original) Medium copy.

Should this work? TY!