AFAIK, this is currently kind of possible in two ways.
within a project object, you create tasks objects as links (with @dothing creating a task called “dothing”)
using an inline set in the project object, and having some relation on the tasks that dictates which project it belongs to. so then in that inline set you can filter out using that relation, only the tasks for that project.
but with the upcoming “Collections”, I believe what you’re asking for is more directly possible. objects i think will be able to be sort of “nested” without requiring an explicit relation for it on the task type.
I wrote a guide (like @Gorro_Rojo said) for this some days ago. Check it out.
As @Gorro_Rojo said and is written in the last Sprint review (53) Collections will make it easier.
It’s Sets with a twist: you can choose what’s in and what’s out . Manually reorder with drag-'n-drop, remove multiple Objects from your Collection, or completely delete them from your account, it’s all up to