Inverse of Pandas json_normalize

A simpler approach:
Uses only 1 function...

def df_to_formatted_json(df, sep="."):
    """
    The opposite of json_normalize
    """
    result = []
    for idx, row in df.iterrows():
        parsed_row = {}
        for col_label,v in row.items():
            keys = col_label.split(".")

            current = parsed_row
            for i, k in enumerate(keys):
                if i==len(keys)-1:
                    current[k] = v
                else:
                    if k not in current.keys():
                        current[k] = {}
                    current = current[k]
        # save
        result.append(parsed_row)
    return result

df.to_json(path)

or

df.to_dict()

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=".")