Hmm, I am not the big GIMP expert but I think GIFs work like this:
Each of your smaller animated gifs have a number of "frames" that are enclosed in the file. Gimp would probably open each of these tiny images as separate images to edit.
What you would have to do is open your "large" gif with the main scene and cut and paste from the smaller gifs into the "frames" of the large gif. Kind of like pasting pages from a small flip-book into a larger flip-book.
That is just my guesstimate of what it takes.