I'm almost certain they show there as well, in the order you intended. Haven't tested it, since none of my pages have children/grandchildren.
Will test it as soon as I can, but I'm positive it can be done easily if it doesn't work already.
What the plugin does, it converts ul and li into a vertical menu in the format which is used by your phone.
I only use an iPhone and iPad, but will try to check it on some other phones as well...