Now with a hidden glitch in iOS 9, You can choose this method and follow the steps to create your own nested folders :-
Step #1. Tap and hold app or folder until its start wiggling.
Step #2. Tap and hold on the folder that you want to move into the main folder.
Step #3. Hold the folder and keep tapping on main folder.
Step #4. When the folder opens up, drag the folder you were holding and drop in the main folder.
Step #5. Save changes by pressing home button.
There is bit easy alternate method to add folders to other folders on iPhone/iPad running iOS 9.