Is there not a value from the RSS feed that contains that item's document id (or better yet, node id)?
If there is you can use <%# CMS.DocumentEngine.DocumentHelper.GetDocument(Eval<int>("TheDocumentID"), new CMS.DocumentEngine.TreeProvider()).Parent %>
Or if node id
<%# CMS.DocumentEngine.TreeHelper.SelectSingleNode(Eval<int>("TheNodeID")).Parent %>
Note that when calling the nodes/documents this way, it often will only get the Document/Node fields, once you get the parent's document ID you may need to call the below to access fields that are not universal to all pages.
<%# CMS.DocumentEngine.DocumentHelper.GetDocuments("My.Class").Where("DocumentID = "+ParentDocumentID).FirstObject.GetValue("TheValue") %>
Lastly, if you add this to the top of your transformation, you can cut out the "CMS.DocumentEngine" from each of the calls, makes it cleaner
<%@ Register Namespace="CMS.DocumentEngine" %>
<%# DocumentHelper.GetDocument(Eval<int>("TheDocumentID"), new TreeProvider()).Parent %>
<%# TreeHelper.SelectSingleNode(Eval<int>("TheNodeID")).Parent %>
<%# DocumentHelper.GetDocuments("My.Class").Where("DocumentID = "+ParentDocumentID).FirstObject.GetValue("TheValue") %>