I understand that nested tickets are frowned upon/disallowed by BA. How strict are they, and is there a get-out clause?

I have to travel to Europe for a week and while I'm there I need to travel to JFK (then back to Europe, then back to the UK).

The NY trip is work but the Europe trip is private (so I don't want to have to buy two singles if it's much more expensive).

Can I expect to be penalised?