Defining categories on product imports.

I have a CSV file like this:

product_code,categories
TEST123,"parent_cat1,child_cat2,grandchild_cat3"

It puts the product into all 3 categories.

What I want is for the product to go into 'grandchild_cat3', but for categories 'parent_cat1', 'child_cat2' to be automatically created if they do not alreday exist.

So after import I have this:

parent_cat1
  child_cat2
    grandchild_cat3
      the product

you should do like this:
product_code,parent_category,categories
,parent_cat1,child_cat2
TEST123,child_cat2,grandchild_cat3