You want to read the data in whatever format it comes in, in your case JSON. Don't waste time (and resources) converting JSON to XML just so you can cut and paste the code from a demo.
To use JSON in brightscript, first you convert it to an BS associative array using parseJson()
url = CreateObject("roUrlTransfer")
rsp = url.GetToString()
response_as_associative_array = parseJSON(rsp)
Like destruk said, you then loop through the nodes of your data and assign the values to the SG content node fields. Do you have a link to the hero grid example?
(duh I can read.)