I actually wrote an early version of Campaign's Gigya connector. Your process is essentially correct here, and for data import in general. The Transfer activity can be followed by File collector to process multiple files simultaneously and manage them on disk, or with custom js/shell to achieve different goals. If you're sourcing data via Gigya's API, you want your code to write the results to csv and ingest them via the same ordinary processes.
Could you suggest where and how can we write custom js/shell in adobe campaign? Actually, we are also looking for some sort of Adobe Campaign's Gigya Connector to do so. Because by workflows we are not able to do so, facing issues all the time.