#!/usr/bin/perl -w
use strict;

my $raw_data;
open(my $in, '-|', 'sh my_shell_script.sh arg1 arg2')    or die "open(in): $!\n";
while (<$in>) {
    $raw_data .= $_;
}
my %pairs = split /_KJ_/, $raw_data;
for (keys %pairs) {
    open(my $out, '>>', $_)    or die "open(out): $!\n";
    print $out %pairs{$_};
}