Chapter 3 ("Using JConsole") of the Java SE Monitoring and Management Guide covers this in much greater detail in the section called "Constructing the MBean Tree."
This section outlines the same observations I made above and learned the hard way, but it also adds a way to control the order of the displayed properties in the tree from the command line. The system property
-Dcom.sun.tools.jconsole.mbeans.keyPropertyListcan be used to specify a list of property names. The order of the specified list will be the order of nested hierarchical levels in JConsole's MBeans tree.
I had planned to write a more extensive blog on the appropriate naming of one or more MBeans to appropriately take advantage of JConsole's assumptions. However, the article cited above covers this thoroughly, so this blog entry has turned into a pointer to that article.