I imported my IJ and my LJ. I did them one at a time and it worked out okay. The most recent import will overwrite your default icon, though. You can set it back pretty easily and, I think this is so, I haven't checked, because dw identifies icons by their name not by status as default, it won't overwrite your icon choices for the different journals.

I haven't checked what's happened where I had the same name for different icons on different journals. The second named icon has been re-named by DW. I'd advise checking you don't have duplicate icon names, first.

Also, read this:
State of the Journal Import