macOS has sips built in: sips -s format jpeg .heic --out ./jpg/
Windows, with an ImageMagick build that includes libheif: magick mogrify -format jpg -quality 85 .heic
Without ImageMagick, Windows needs the HEIF Image Extensions from the Store, which costs $0.99 and still fails on some machines — that's usually why people end up on random web converters instead.
Worth flagging: most of those converters upload the photo to a server. Fine for a whiteboard photo, not fine for an ID scan or a contract. Easy test: load the page, kill the network, and try again. If it still converts, it's local.
Full disclosure, I built one of the local ones (https://heicbrowser.com) — libheif compiled to WebAssembly in the tab, so batch conversion and "get this under 200KB for the upload form" both run on your machine. Mentioning it because it's also the answer to "this feels dumb to do so regularly": batch it once, offline.