Nothing automatic that I know of, but it's pretty straightforward to do the conversion manually:
=> (require 'clojure.string)
=> (defn nest-keys [x]
(reduce (fn [m [k v]]
(assoc-in m (map keyword (clojure.string/split k #"\.")) v))
{}
x))
=> (nest-keys {"a.b" 1 "a.c" 2 "d.e" 3})
{:d {:e 3}, :a {:c 2, :b 1}}