Doc! There is no other way for now to import those images with out Megamoose's script

I'm not qualified enough to make those changes inside the scripts, tho, i can tell you from experience that his script works with out a flaw when importing first image from post !
I had the same situation and use URL too, if you have a test site you can try it there first in case of, but, i pretty confident that the script will work fine!
Only trouble is the image itself! If the first one of every posts or so, is a banner or other then the cover page, it will be attach to the thumbnail
Tho you can after, edit the ones that are no good for the post display.
Hope it helps