OPML is just a flat text XML variant that has no formatting encoded. You might consider exporting to RTF from OO and using one of the scripts posted in the Scripting Forum to explode the text into individual notes. I believe if you search for “Split and Title” you might find some threads that will get you started (not sure about that formatting though). Or use Edit > Split Document.
To be honest, it’s been some time and I don’t quite remember where I got stuck. All I remember is that I could not attain the desired results with the publicly available scripts, and I did not have time to investigate possible custom solutions.
I am very sorry for this thoroughly unhelpful answer…
What I have been doing ever since is export the OO file as a web page and import that into DT. Not nearly as refined as having an individual RTF file per OO entry, but better than nothing.