Convert RSA pair to pem filezilla compatible key on linux

I have a pair of keys generated using: ssh-keygen -t rsa -b 4096 -f ~/.ssh/keys/my_key -C "blah@gmail.com". This yielded 2 files my_key and my_key.pub. Now I need to convert that pair to a .pem key that is *filezilla* compatible (to connect over sftp). I already tried something like ssh-keygen -f my_key -m 'PEM' -e > my_key.pem but *filezilla* kept complaining It doesn't contain a private key. I am running *Ubuntu 22.04 x64*. Please advise.