The above image shows the experimentation continued from Jeremy's demonstration (playing around) with some Grasshopper features. I played around until I got the structure above and thought I'd play around with it a little bit more to see what I can achieve.
Through some playing around, I found that when you add a Mesh Sphere and link it as shown above, it creates the second set of smaller circles (as though it were following what I had done earlier).
Through that, I kept experimenting with different linking, and saw that it did indeed follow what I had made earlier and made it into a 3D object.
This image is just playing around with the baking tool, showing all the mesh elements in the 3D object.