Turns out I didn't want the CTE at all, just a UDF that I call recursively
CREATE FUNCTION PageHierarchyNode(@PageId int)
RETURNS XML
WITH RETURNS NULL ON NULL INPUT
BEGIN RETURN
(SELECT ModuleId AS "@ModuleId", PageId AS "@PageId",
ParentPageId AS "@ParentPageId", PageUrl AS "@PageUrl",
PageTitle AS "@PageTitle", PageOrder AS "@PageOrder",
CASE WHEN ParentPageId=@PageId
THEN dbo.PageHierarchyNode(PageId)
END
FROM dbo.PageHierarchy WHERE ParentPageId=@PageId
FOR XML PATH('Page'), TYPE)
END
with the SQL that calls the UDF as
SELECT ModuleId AS "@ModuleId", PageId AS "@PageId",
ParentPageId AS "@ParentPageId", PageUrl AS "@PageUrl",
PageTitle AS "@PageTitle", PageOrder AS "@PageOrder",
dbo.PageHierarchyNode(PageId)
FROM PageHierarchy
WHERE ParentPageId IS NULL
FOR XML PATH('Page'), ROOT('SiteMap'), TYPE