Have Hazel monitor wherever you have your screenshots saved. Now, to detect screenshots, there are several methods.
You can either try to match the name since they tend to have a similar naming scheme (i.e. Screen Shot...). Alternatively, you can try and go by the pixels wide and pixels high, checking if they match the dimensions of your screen.
The first one is probably easier to implement. The second may be needed if you use some other program to save screenshots that doesn't follow a naming scheme.
From there, just use the Import into iPhotos action.