Excel Menu Nesting syntax confusion

I am trying to nest menu choices on the Cell menu (right click).  I want it to be like this when a user right clicks in a cell:

That is, when they right click they can then chose the command "Level 1".  Then, they can chose "Level 2A" or "Level 2B".  If they chose "Level 2A" another menu appears, with Level 3 choices.
Here is my code:

    Set ContextMenu = Application.CommandBars("Cell")
    
    CommandBars("Cell").Controls.Add(Type:=msoControlPopup, before:=1, Temporary:=True).Caption = "Level1"
    Set myMenu1 = CommandBars("Cell").Controls("Level1")
    
    With myMenu1
      .Controls.Add(Type:=msoControlPopup, before:=1, Temporary:=True).Caption = "Level2A"
    End With
    With myMenu1
      .Controls.Add(Type:=msoControlPopup, before:=2, Temporary:=True).Caption = "Level2B"
    End With
'The next line is the one that is wrong    
    Set myMenu2 = CommandBars("Cell").Controls("Level2A")
    With myMenu2
      .Controls.Add(Type:=msoControlButton, before:=1).Caption = "Level3A"
    End With
    With myMenu2
      .Controls.Add(Type:=msoControlButton, before:=2).Caption = "Level3B"
    End With

Select allOpen in new window

The first and second level work fine.  The problem comes when I try to reference  the third level.  

Someone please tell me what I am doing wrong.