Jerry just 'read my mind', although 12 hours ahead of me.
Sergey, I see no particular reason that the nested reference attachments should be a problem. It should work.
Just ensure that your attachments are set to Live Nesting, and with the appropriate depth etc.
With complexity comes the ability to compromise the system. If a problematic file is added at the Nth level of nesting, would it be difficult to troubleshoot?
So also consider backing up your
monday.dgn
tuesday,.dgn
etc.
* Jerry's command/batch file might also so the backup/renaming for you.
Likewise, always consider backing up production server configuration files. (Pubconfig.xml, ...)