Here is what I came up with, either one has to run RegEx over the data in a multi-pass scenario or have the match groups have a boolean indicator that the proceeding match group is actually a sub group. Here is the regex:

 (?<=X)(?<Data>\d{1,3})(?<SubMatch>\[ )?

(Note there is a space after the \[ in the submatch for easier reading otherwise it should be spaceless as \]))

Here is a description from Expresso 

Match a prefix but exclude it from the capture. [X]
      X
[Data]: A named capture group. [\d{1,3}]
    Any digit, between 1 and 3 repetitions
[SubMatch]: A named capture group. [\[], zero or one repetitions
     [

 
Basically the consumer of the expression can check for the group Submatch to exist and have data. If it does, it suggest that the group is a parent to the next proceeding match group.

Output on X123[X456[X789]]

123[

    Data: 123   Submatch: [

456[

   Data: 456   Submatch: [

789

   Data: 789   Submatch: