I have done this a couple of different ways in the inputs.conf file within the local directory of the db connect app.
input_timestamp_column_name = RecordTime
to let Splunk handle the conversion automatically
input_timestamp_column_name = WHENGMT
I always have
output_timestamp_format = yyyy-MM-dd HH:mm:ss
It takes some trial an error to get certain data sets to work. I suggest sending the events (records) to a test index that you can delete. Then set the tail_rising_column_checkpoint_value back to 0 to re-import the events. Use the 'All Time' search so you can see future event timestamps in case you have the GMT offset wrong.