Shell – PowerShell List of distribution groups and members? (Office 365)

I'm looking for a way to export a list of distribution groups along with the members of each group via PowerShell on Office 365.

I've found scripts that export a list of users and the groups they belong too but not the other way round?

I got close with this:

$saveto = "C:\\listmembers.txt"

Get-DistributionGroup | sort name | ForEach-Object {

    "`r`n$($_.Name)`r`n=============" | Add-Content $saveto
    Get-DistributionGroupMember $_ | sort Name | ForEach-Object {
        If($_.RecipientType -eq "UserMailbox")
            {
                $_.Name + " (" + $_.PrimarySMTPAddress + ")" | Add-Content $saveto
            }
    }
}

But it produces a text file with a list of all Distribution groups and is divided nicely by the "====" but no members are displayed. I receive the below error on each group it finds:

Cannot process argument transformation on parameter 'Identity'. Cannot convert value "GROUP NAME" to type "Microsoft.Exchange.Configuration.Tasks.DistributionGroupMemberIdParameter". Error:
 "Cannot convert hashtable to an object of the following type: Microsoft.Exchange.Configuration.Tasks.DistributionGroupMemberIdParameter. Hashtable-to-Object conversion is not supported in rest
ricted language mode or a Data section."
    + CategoryInfo          : InvalidData: (:) [Get-DistributionGroupMember], ParameterBindin...mationException
    + FullyQualifiedErrorId : ParameterArgumentTransformationError,Get-DistributionGroupMember