You could use the real FeignClient, but let it talk to a dummy server.
An easy dummy server is Wiremock, that you can start up in your java code or as a standalone java main class:
http://wiremock.org/docs/java-usage/
WireMockServer wireMockServer = new WireMockServer("localhost", 8090);
wireMockServer.start();
WireMock.configureFor("localhost", 8090);
WireMock.stubFor(get(urlEqualTo("/somethings"))
.willReturn(aResponse()
.withBodyFile("path/to/test.json")));
Once this is started up and configured, use http://localhost:8090 in your FeignClient.
A major advantage is that you can immediately implement/test the JSON or HTTP mappings as well, so you're sure the FeignClient is configured correctly, too. You can even simulate errors or delays:
WireMock.stubFor(get(urlEqualTo("/somethings")).willReturn(
aResponse()
.withStatus(503)
.withFixedDelay(10_000)));