Import posts into WordPress from RSS feed and filter with Shortcodes

Hello,

I'd love to use AutoBlog to import posts into my WordPress site from an RSS feed. I have full control of the content being posted over the RSS feed, so adding shortcodes or some other method of filtering is possible.

Is there anyway to add a Shortcode such as [category 41] to the feed and have this plugin filter it? Do you know of any plugin that can do that?