Begin by logging into your Customer.io account. Navigate to the section where you can access the data you want to export. This could be the 'People' section if you want user data or relevant segments. Use the export feature to download the data as a CSV file. Ensure that you select all the fields you need in MongoDB.

Open the exported CSV file using a spreadsheet application like Excel or a text editor. Review the data to ensure it is accurate and complete. If necessary, clean the data by removing any unwanted columns or rows. Save the file in a format that MongoDB can read, typically as a JSON file because MongoDB works seamlessly with JSON-like documents.

Use a script or tool to convert your CSV data to JSON format. You can write a simple Python script using the `pandas` library to read the CSV and convert it to JSON. For example:
```python
import pandas as pd

# Load the CSV file into a DataFrame
df = pd.read_csv('exported_data.csv')

# Convert the DataFrame to JSON format
df.to_json('data.json', orient='records', lines=True)
```
This script will convert your CSV into a JSON file formatted for MongoDB.

If you haven't already, install MongoDB on your server or local machine. Create a new database and a collection where you intend to store the imported data. You can use `mongo` shell or MongoDB Compass to create a database and collection.

Use the `mongoimport` tool that comes with MongoDB to import the JSON file into the MongoDB collection. Open your terminal or command prompt and run:
```bash
mongoimport --db yourDatabaseName --collection yourCollectionName --file data.json --jsonArray
```
Ensure you replace `yourDatabaseName` and `yourCollectionName` with the actual names of your database and collection.

After importing, verify that the data has been correctly imported into your MongoDB database. You can do this using the `mongo` shell:
```bash
mongo
use yourDatabaseName
db.yourCollectionName.find().pretty()
```
This command will display the documents in your collection, allowing you to verify the data integrity and correctness.

If you need to perform this data transfer regularly, consider writing a script to automate the process. You can create a Python or shell script that automates the export, transformation, and import steps. This script can be scheduled to run at regular intervals using cron jobs (for Linux) or Task Scheduler (for Windows), ensuring the data in MongoDB is kept up-to-date with Customer.io.

By following these steps, you can efficiently transfer data from Customer.io to MongoDB without relying on third-party connectors.