The only RSS importing feature I’m aware of is this plugin by @LeoMcA – but it is several years old and I would imagine no longer up to date:
Absent an additional plugin or bot of some kind, a workaround that would unfortunately require a proprietary/paid tool would be to use something like Zapier to connect an RSS feed to creating new Discourse topics/posts/replies:
Something like IFTTT may also work. There may also be a way to turn an RSS feed into an email, and then you could send an email in to Discourse to create a new topic.
I generally like your idea – my preference would be more likely to use a Jenkins instance failed build feed, to notify a certain group and then maybe assign resolution to someone using the discourse-assign plugin.