CNCF - Cortex: API to import Prometheus & Thanos blocks

Description: For users who want to migrate from Prometheus to Cortex, currently it is supported via a tool called Thanosconvert. However, having this feature as part of the tool is limited in some usecase like SaaS because users usually don’t have permissions to access their storage layer directly. It would be nice to extend this feature into an API so that users can import their Prometheus TSDB compatible blocks for easier migration.

Expected Outcome: An API that imports Prometheus blocks into Cortex.