It is possible to import a primary constituent, a gift and link an Event Participation to a second constituent (while also linking it to the gift for the first constituent), but it will require a purchase beyond the Event Participation destination as the functionality to create a second constituent requires an additional destination such as the Individual Relationship destination.
In order to format the record with the participation on the Fundraiser and the gift on the Donor (but linked to the Fundraiser's Participation), you would have to use the Constituent tab and another tab (Individual Relationship, Solicitor/Canvasser or Tribute) to create two separate constituents in the template. Then, the participation can be linked to one and the gift to the other, but the gift can be linked to the participation (see this section of the User Guide for information about how to assign records to different Constituents in Importacular)..