ContextMenu Cascading/Sub menus

In the default context menu, there’s the quality adjustment settings with a sub menu for the low, medium, high.

I know how to manipulate the menu at the top level just fine (so don’t worry about having to explain how to use the ContextMenu classes), I’m just wondering if it’s possible to create sub-menus like that quality one. I searched through the archives, couldn’t find anything useful to this end, so thanks to anyone who has thoughts or can point me to an existing tutorial on submenus.

Thanks!