You can show any level of nested subgrids (master detail) inside a parent grid. Just set the $grid->setSubGridGrid("subgrid.php"); property of the parent grid to "Parent" for the parent grid and to "Child" for the child ones.

Create your subgrid in subgrid.php as normal grid and all is done. You just need to accept the parameter passed from the paraent

Complete hierarchy is achieved in this example with just 1 lines of code - and additinal 1 file for the subgrid