I’m sure it *should* be possible without broken tags, but I think a bug in WordPress is preventing this from happening.
If somebody here has the time, we need to file an actual bug report so that the developers see it. This probably involves creating a set of instructions to make it break starting from a known-good setup. Perhaps the WordPress MU installation on www.remarpro.com is the easiest place to do this.
Is anyone interested in doing this? (I’m afraid that I don’t have a lot of free time right now!)