I do essentially what it is you are needing to do in the video posted here:
While I’m talking about interaction between an on-page shopping cart and then passing that data back to Bubble where the order itself is created, receiving a list of items from an API call and then passing them to a Bubble server-side workflow where you want to, one-by-one, turn them into proper Bubble database objects is EXACTLY the same thing.
The “List Popper” server-side action plugin I demonstrate there makes this easy (might even be impossible without it).
(BTW, I should note that it IS worth considering whether you really need to decompose the API response into Bubble objects. In one of my own apps, I thought that was absolutely essential but then – even though it’s kind of a pain – realized that I could just store the API response in its original list form and work around it. The impact of doing the unpacking on your app’s capacity can be significant. Just sayin’)