Well, if you don't know ahead of time which servers are present in the DB it seems like your problem is the data-structure you're using. Keeping server_name -> member_names in a dict like that and trying to insert it all in one go is not how relational databases work.
Try this:
server_to_id = {}
for server_name in data:
if server_name not in server_to_id:
server = Server.create(name=server_name)
server_to_id[server_name] = server.id
for server_name, member_names in data.items():
server_id = server_to_id[server_name]
member_data = [{'name': name, 'server': server_id} for name in member_names]
Member.insert_many(member_data).execute()
Note: don't forget to call .execute() when using insert() or insert_many().
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