Gauge-invariant twistor variables are found for the massive spinning particle with N-extended local worldline supersymmetry, in spacetime dimensions D = 3, 4, 6. The twistor action is manifestly Lorentz invariant but the anticommuting spin variables appear exactly as in the non-relativistic limit. This allows a simple confirmation that the quantum N = 2 spinning particle has either spin one or spin zero, and that N > 2 is quantum inconsistent for D = 4, 6.