I'm only using Amazon on ShopperPress at the moment but would also be interested in Affiliate Window feeds too.
If I find anything out then I'll let you know.
I have also only used amazon so far but plan to integrate AW into this. I believe you can import the feed from csv. There is an example csv to show the field layout.
A while back I whacked a few hundred products in from AWIN merchants but it was via .csv so no price updates.....
There was some issues - probably memory consumption on the shared hosting I was using so the solution was to break it down to smaller chunks.
PremiumPress forums and support are pretty good.