Problem.m

// In my Core Data Model a Category has a one to many relation with CategoryMembers
- (void) loadCoreDataFromJSONArray:(NSArray *) jsonArray
{
    [jsonArray enumerateObjectsUsingBlock:^(id obj, NSUInteger idx, BOOL *stop) {
        // Create our category
        Category *category = [NSEntityDescription insertNewObjectForEntityForName:@"Category" inManagedObjectContext:self.managedObjectContext];
        category.name = [obj objectForKey:@"name"];

        // Traverse the category members
        NSArray *membersArray = [obj objectForKey:@"members"];
        [membersArray enumerateObjectsUsingBlock:^(id obj, NSUInteger idx, BOOL *stop) {
            CategoryMember *categoryMember = [NSEntityDescription insertNewObjectForEntityForName:@"CategoryMember" inManagedObjectContext:self.managedObjectContext];
            categoryMember.name = [obj objectForKey:@"name"];
            categoryMember.value = [obj objectForKey:@"value"];
            categoryMember.previousValue = [obj objectForKey:@"previous_value"];

            //
            // How can I know if categoryMember is already present in self.managedObjectContext so I can avoid re-inserting it?
            //

            // Add category member to it's category
            [category addMembersObject:categoryMember];
        }];

        NSError *error;
        if (![self.managedObjectContext save:&error]) {
            NSLog(@"Error while trying to seed core data: %@", [error localizedDescription]);
        }
    }];
}