I use nested components for hardware and things which will be the same in different doors. I might also use it for the glass and muntins. Some of these simple shapes I scale when adjusting for new size doors... I used to use a lot of nested components. You'll still want them when it makes working (editing) on parts easier, like hiding the frame to work on the slab etc.
If you are using cutting components, you might want to make a nested component of the whole unit except the edges that do the cutting.
I used to nest a lot but I find that, the way I work, the various parts just get in the way of quick adjustments. I make a window for a project with all the trim and style, and keep creating other sizes and windows from that as the model develops or window selections change. Sometimes a component can be changed in all the windows at once if there's a design change (certainly with something like hardware), but there are so many different sizes and arrangements that trying to do this (maintain a nested component that works in all units) is more difficult than simply applying the update to each window type. I tend to keep the geometry more accessible in a couple nested components.
I use Fredo scale a lot to make new window or door sizes. A nice thing with the tool is that it can work on multiple components, but it renames nested components, making them unique--when sometimes they are not-- and occasionally has trouble scaling them correctly. So, using this tool, I find the nested components are not so useful.
