@yefritavarez answer looks to be the best solution.
In my case 8k of Customers with Addresses, Multiple Contact details and Multiple Visit History. I made one big .CSV with all the Customers, Customer0001 on Row 1, Customer0002 on Row 2 etc etc. and then broke that CSV up into 4 .CSV files each containing 2k of customers. Customer0001 to Customer1999 on .CSV1 etc etc. Each Visit History was exported out of old DB Via SQL and I just inserted Customer0001 etc prior to actual visit data on each row so as to keep them correctly linked.