Very carefully, LOL.
The old nested xref conundrum is one of my absolute favorite uses of my time. Who doesn't like trying to untie the proverbial gordian knot? Or separate out a pile of wire coathangers? Good Times!
I would just open all xrefs one by one and switch all the settings to overlay instead of attach. And then send an email out to all AutoCAD users in the office to never use Attach for xrefs unless you have a solid reason for wanting to do so!
In your specific case, maybe save a file as the filename that the xref was nested inside of and link to it. When that xref is gone, that might fix it for you.
