Hi, I wrote a new importer for RSS 2.0 with included comments. It's basically a rewritten RSS importer (PHP5, SimpleXML parser used) with support for the RSS module Blogcomments (http://philringnalda.com/ns/blogcomments/).
You can find it here: http://carlo.zottmann.org/2006/11/25/wordpress-woes-and-wtfs/
I've imported an RSS file w/ ~1500 entries and a couple thousand comments without problems this way. It works for me, and it should work for you.
Here's hoping one or two of you might find it useful.