I couldn't find an easy built-in way to do this with Middleman either, but the following will give you a nested list of years and months, with the relevant links:
<ul>
<% blog.articles.group_by {|y| y.date.year }.each do |year, articles| %>
<li>
<a href="<%= blog_year_path(year) %>">
<%= year %>
</a>
<ul>
<% articles.group_by {|a| a.date.month}.each do |month, month_articles| %>
<li><%= link_to month_articles.first.date.strftime("%B"), blog_month_path(year, month) %></li>
<% end %>
</ul>
<% end %>
</li>
</ul>
e.g.
- 2013
- August
- July
- June
- ...
(I'm fairly sure I borrowed the above from this Middleman template on Github, but if not it was found via a Github search for "blog.articles.group_by month
".)