The easiest way is to turn the int into a string and take each character of the string as an element of your list:
>>> n = 43365644
>>> digits = [int(x) for x in str(n)]
>>> digits
[4, 3, 3, 6, 5, 6, 4, 4]
>>> lst.extend(digits) # use the extends method if you want to add the list to another
It involves a casting operation, but it's readable and acceptable if you don't need extreme performance.