On the Source Definition of your import task, in filters, specify the name of the Mailchimp list to get subscribers from instead of Enter your list name....
On the Mapping Definition of your import task, for the RequesterID field, specify the email of Zendesk user who will own imported tickets instead of Enter Zendesk administrator's/agent's email....
If you need to create Zendesk tickets only for specific new Mailchimp subscribers, you can add more filter conditions for the source subscribers.
You can also add more similar filters with different list names and use OR operator to import Mailchimp subscribers from multiple lists. You can also remove filters if you want to import Mailchimp subscribers from all your Mailchimp lists