Yes, the 900 does a wonderful job of nesting macros. There
is a trick however if you want to nest a macro on a WATCH
or LISTEN page.

Say you have an ALL OFF macro on WATCH, page1 and want
to nest it on the LISTEN page1:

Make a button (not a device) that says ALL OFF on the
LISTEN page1. Click on the new ALL OFF button, click the
macro record button. Navigate to the WATCH page with your
real ALL OFF macro. Hold SHIFT while you click the ALL
OFF macro and you will see that WATCH>ALL OFF shows up
as a step in the macro on the LISTEN>ALL OFF button.

Hope this helps. If your macros are inside other devices
just navigate to them and click on them as you would while
creating any other macro.

If you have any questions while you're working on this
just post them.