Maddening Imp does destroy creatures that enter after its skill has resolved.
The principle related rule is rule 611.2c:
If a steady impact generated by the decision of a spell or skill modifies the traits or modifications the controller of any objects, the set of objects it impacts is decided when that steady impact begins. After that time, the set will not change. (Notice that this works in another way than a steady impact from a static skill.) A steady impact generated by the decision of a spell or skill that does not modify the traits or change the controller of any objects modifies the foundations of the sport, so it could have an effect on objects that weren’t affected when that steady impact started. If a single steady impact has components that modify the traits or modifications the controller of any objects and different components that do not, the set of objects every half applies to is decided independently.
The primary a part of Maddening Imp’s skill is a steady impact that doesn’t change any objects’ traits or controller, so it could have an effect on objects that weren’t affected when the flexibility resolved. The delayed triggered skill is then not related to any explicit set of creatures when it’s created, so it determines the set of creatures to destroy because it resolves in the long run step.
That is confirmed by the rulings in this Reddit thread.
