Best way to add/use directories inside of /msg?

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I've been struggling with this for a few days now, and I can't seem to find any answers involving this. I'm working with a relatively large project with hundreds of messages, and there's no way it's reasonable to just put them all in the base msg directory. However, I can't find any reasonable way to implement multiple directories which rely on eachother using the catkin build system/default CMake macros given. I'd rather not have to create many packages containing only messages, it seems like creating a hierarchy would be difficult that way and it doesn't make sense.