FeedMe Inner field mapping
You should nest the child's details like so:

{
    "data": [
        {
            "title": "secrets",
            "import_id": "UUID-9-3/4",
            "child": {
                "child_title": "Harry Potter",
                "child_message": "Is in a dream"
            }
        }
    ]
}


Then make sure you you choose data as your Primary Element when mapping your feed and check Create entries if they do not exist for the relational field.