I kinda wish WI would end nesting of HDs to form SDs. In any case, it's best if you draw a Senate map first.
Nah as someone who's drawn MN legislative districts before which are also nested (two per SD instead of three though), I've found the best way is to draw the House first and then combine them to create the SDs. If you draw the larger districts first you can create cases where there's no great way to properly divide them.
For the time being, I take your word for it re: MN.
In Wisconsin though, you can use +/-5% deviation and draw SDs that keep counties whole (with the whole nesting thing in mind - try to avoid drawing seats that would make for completely illogical HDs), then draw HDs within those.