A literal translation is the solution: “aller dire” in the “imparfait”. However, in French there’ll be often enough some little words, sometimes of little meaning, that will be added by some speakers before the expresssion or sometimes after.

— Oh, I thought about eating the rest of the donuts, but I decided not to.
Oh, j’avais dans l’idée de manger le reste des beignets, mais j’ai préféré ne pas le faire.

— I was gonna say… That would’ve been rude.
J’allais dire … Ça aurait été malpoli.

— My dad just bought a $3,000 donut.
Mon père vient d’acheter un beignet de 3000 $.
— Are you kidding me?
Tu te moque de moi ?
— Haha, I’m totally joking.
Haha, de la pure plaisanterie.
— Okay, I was gonna say…
1. Ah! Parce qu’alors … j’allais dire … (“Parce qu’alors” doesn’t mean much; merely a habit contracted from people that do have something to add after “parce qu’alors” and use that fairly often.)
2. Ah ! parce que j’allais dire …
3. Ah ! J’allais dire …

The phrase “J’étais sur le point de dire …” can also be used, but possibly it appeals to speakers with nimbler tongues.

The small words (these make up the small set I can remember right off, there must be other.)

heureusement (that was extreme, relief), bon, Ah ! Bon !, (things are normal), quand même (that was extreme), ouf (relief, it’s not as bad), Ahhhh ! (things are normal) parce que , parce qu’alors, …