If you’d like to import posts from a feed source (or multiple feed sources) and filter the imported content BEFORE it’s published to your site you can do so by following these instructions:
Set the ‘Post Status’ to Draft
In the “Feed to Post – General” metabox you need to set the “Post Status” setting to “Draft”. This will import the posts as drafts, allowing you to approve the imported content before publishing it.
Manually Approve & Publish the Imported Post
The imported posts will then be saved as Drafts in your WordPress Posts section, from where you can approve, alter or delete the posts as you wish.