This is a function I wrote to support deeply nested data structures at Google in the Cloud Support BI pipeline.

nested_table_iterator.lua

-- iterator function to traverse nested tables
function iterate(tbl, parent)
  parent = parent or {}
  if (type(tbl)=="table") then
    for key, value in pairs(tbl) do
      iterate(value, table.extend(parent, key))
    end
  end
  coroutine.yield(parent, tbl)
end

-- wraps the iterator, use this in for cycles
function traverse(root)
   return coroutine.wrap(iterate), root
end

-- returns a copy of the table
function table.clone(tbl)
  return {table.unpack(tbl)}
end

-- returns: table clone + added element
function table.extend(tbl, new_value)
  local tbl = table.clone(tbl)
  table.insert(tbl, new_value)
  return tbl
end

--- example ---

tree = {
  ['a1'] = {
    ['b2'] = {'c3', nil},
    ['e2'] = {
      ['f3'] = {16, 'h4'},
      [11] = {'y', 32},
      [15] = 'foo'
    },
    ['i2'] = {1, 2},
    [56] = {'x', true}
  },
  ['j1'] = 10,
  ['why not?'] = {},
  [{'Is this', true}] = 10 -- iterator works fine with table indices
}                          -- but table.concat() does not


for parent, value in traverse(tree) do
    print(table.concat(parent, '.'), value)
end

--[[
Prints:

a1.e2.15     foo
a1.e2.11.1   y
a1.e2.11.2   32
a1.e2.11     table: 0x12c9e40
a1.e2.f3.1   16
a1.e2.f3.2   h4
a1.e2.f3     table: 0x12c9df0
a1.e2        table: 0x12c7980
a1.56.1      x
a1.56.2      true
a1.56        table: 0x12c9f40
a1.i2.1      1
a1.i2.2      2
a1.i2        table: 0x12c9ec0
a1.b2.1      c3
a1.b2        table: 0x12c3e60
a1           table: 0x12c3e10
j1           10
why not?     table: 0x12c9fc0
             table: 0x12c9a80

------------------
(program exited with code: 0)

]]