Maddening Imp does destroy creatures that enter after its capability has resolved.
The principle related rule is rule 611.2c:
If a steady impact generated by the decision of a spell or capability modifies the traits or adjustments the controller of any objects, the set of objects it impacts is set when that steady impact begins. After that time, the set will not change. (Observe that this works in another way than a steady impact from a static capability.) A steady impact generated by the decision of a spell or capability that does not modify the traits or change the controller of any objects modifies the principles of the sport, so it might probably have an effect on objects that weren’t affected when that steady impact started. If a single steady impact has elements that modify the traits or adjustments the controller of any objects and different elements that do not, the set of objects every half applies to is set independently.
The primary a part of Maddening Imp’s capability is a steady impact that doesn’t change any objects’ traits or controller, so it might probably have an effect on objects that weren’t affected when the flexibility resolved. The delayed triggered capability is then not related to any specific 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.
