Since version 7.040 the plugin is able to automatically recognize the internal structure of XML feeds. Also now you can import GZIP-archived and BZIP2-archived feeds (XML, JSON) and CSV files. The plugin will unpack them on the fly.
Since version 7.039 you don’t need to alter any setting or do other preparations to import a JSON feed of any format. Just add the link and the plugin will do the rest of the job – it will recognize the internal structure (any), will parse it and format it for you automatically. Also there is Read more about Version 7.039 changes[…]