Fully working from the Confluence Scriptrunner console this will create a new Epic in PROJECT.

create-issues-from-confluence.groovy

import com.atlassian.applinks.api.ApplicationLinkService
import com.atlassian.applinks.api.application.jira.JiraApplicationType
import com.atlassian.sal.api.component.ComponentLocator
import com.atlassian.sal.api.net.Response
import com.atlassian.sal.api.net.ResponseException
import com.atlassian.sal.api.net.ResponseHandler
import groovy.json.JsonBuilder

import static com.atlassian.sal.api.net.Request.MethodType.POST

def appLinkService = ComponentLocator.getComponent(ApplicationLinkService)
def appLink = appLinkService.getPrimaryApplicationLink(JiraApplicationType) 
def applicationLinkRequestFactory = appLink.createAuthenticatedRequestFactory()

String body = new JsonBuilder([
    fields: [
        project : [key: "PROJECT"],
        "customfield_10002" : "more",
        summary : "lists are hard",
        description : "ononononon",
        issuetype : [id: 10000L]
    ]
]).toString()

def request = applicationLinkRequestFactory.createRequest(POST, "/rest/api/2/issue")
  .addHeader("Content-Type", "application/json")
  .setEntity(body)

def jsonSlurper = new JsonSlurper()
def createdIssue = jsonSlurper.parseText(request.execute())
return createdIssue.id