When a nested macro in Splunk expands to a search string that begins with a generating command, square brackets (Option C) are needed around the nested macro. This syntax ensures that the expanded macro is correctly interpreted as part of the overall search command structure. Generating commands in Splunk are those that can start a search pipeline and do not require input from a preceding command, such as search, inputlookup, and datamodel. Encapsulating the nested macro in square brackets allows Splunk to process it as an independent subsearch or command within the larger search query. The other options, including double tick marks, a comma, and a pipe character, do not provide the correct syntax for this purpose.