There are a couple of things about this gauge that concern me.....and I'm not really sure how to address them.
1) Should an R&R be performed on each nest? I don't think it is required, in the same way that you don't do an R&R study on each caliper in your shop - they are considered a 'family' of gauges.
2) Should parts be moved from nest to nest during the measurements? This will affect both repeatability and reproducability. However, I'm a little concerned that this movement of the parts from nest to nest may end up MASKING some issues. I would definitely defer to someone (like Miner) who has more extensive experience with something like this.