I posted on munin-users about this as well, but I'll open a ticket here.
munin-cgi-graph parses the PATH_INFO environment variable assuming it's going to get $dom/$host/$serv-$scale.png, and splitting first on /, then on - to get $serv and $scale.
The problem is in nested groups, you're going to get extra elements on the front of that string for the subgroups. Even more entertaining, if you have dashes in your hostnames, you end up with part of your hostname in $scale, which produces weird errors. (Literally: "Weird scale setting "hostname.domain.tld". Bailing Out")
Not sure what $dom actually gets used for, so I'm not sure how to fix parsing the PATH_INFO.