Inverse of Pandas json_normalize

I implemented it with a couple functions

def set_for_keys(my_dict, key_arr, val):
    """
    Set val at path in my_dict defined by the string (or serializable object) array key_arr
    """
    current = my_dict
    for i in range(len(key_arr)):
        key = key_arr[i]
        if key not in current:
            if i==len(key_arr)-1:
                current[key] = val
            else:
                current[key] = {}
        else:
            if type(current[key]) is not dict:
                print("Given dictionary is not compatible with key structure requested")
                raise ValueError("Dictionary key already occupied")

        current = current[key]

    return my_dict

def to_formatted_json(df, sep="."):
    result = []
    for _, row in df.iterrows():
        parsed_row = {}
        for idx, val in row.iteritems():
            keys = idx.split(sep)
            parsed_row = set_for_keys(parsed_row, keys, val)

        result.append(parsed_row)
    return result


#Where df was parsed from json-dict using json_normalize
to_formatted_json(df, sep=".")