resources.py

from tastypie.resources import ModelResource
from whatever.models import Exercise, Set, AssignedExercise


class SetResource(ModelResource):
    class Meta:
        queryset = Set.objects.all()

    def obj_create(self, bundle, **kwargs):
        # First, rip out the exercise ids so as not to cause a field-list
        # validation error.
        exercise_ids = bundle.data.pop('exercises', [])

        # Call ``super(..)`` to create the new object.
        new_set = super(SetResource, self).obj_create(bundle, **kwargs)

        # Create the ``AssignedExercise`` objects.
        for exercise_id in exercise_ids:
            try:
                exercise = Exercise.objects.get(pk=exercise_id)
                assigned = AssignedExercise.objects.create(
                    # Why on earth isn't ``set`` a ``ForeignKey`` instead of
                    # an ``IntegerField``?
                    sets=new_set.pk,
                    exercise=exercise
                    # Maybe fields initialized here as needed?
                )
            except Exercise.DoesNotExist:
                # Do something sane for your application here.
                # Perhaps delete the new set & throw an error, or silently
                # ignore as this code does.
                pass
        
        return new_set