Just import the URL of the RSS feed (linked rather than stored to always show latest changes). Also add .xml to 'Tools | Options | Browser | File extensions to show in internal browser view'.
Some feeds like
http://feeds.feedburner.com/LessIsBetter reference a stylesheet and display nicely formatted, while others like
http://feeds.feedburner.com/codinghorror don't and just display the raw XML (importing the blog's web page may be preferable in that case, unless you want to see the actual XML).