By nesting is in my opinion meant putting one class declaration into another:
public class A {
public class B { }
}
In previous versions of EF, class B could not be mapped neither as entity or complex type while in EF6 it can be. It is the only meaning of nesting related to this feature.
When it comes to your question you still cannot map list of complex types. If you want a list you need to use entities (both as parent and children).