In order to have pages created as grandchild links, just go to the page in which you want to have a child created and click "Create" on the top of the page. When you do this, you'll see that the location for the new page is updated to be a child of the parent page you were.
You can see on the screenshot below that the page I'm creating will be child of a page I was at, in this case, the one named "KPI".
If you have any additional doubts or any issues while following the above procedure, just reply to this answer!
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