The knowledge base article you are referring to shows you need to use Page_Init to define your grid structure and the NeedDataSource and DetailTableDataBind events to bind the grid and its nested tables.
To demonstrate this approach with your provided XML structure, you can find attached a small test page. Note the NeedDataSource event where I get the required table by name ("Items"). Also note the DetailTableDatabind event where I need to find the index of the parent Item record. I have the ParentID field value from the parent grid item, but the DataTable "Description" gives me the sequential index of the related Items record. Therefore, I need to first loop over all the items in the Items table to find the index of the item that has the specified ParentID. Then I can use the index to filter the Description table.
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