A family of nested recurrence relations $a(n+1) = n - a^{(m)}(n) + a^{(m+1)}(n)$, parameterized by an integer $m \ge 1$ with initial condition $a(1)=1$, is studied. We prove that $a(n)=n-h(n)$ is the unique solution satisfying this condition, where $h(n)$ is an arithmetical sequence in which each non-negative integer $k$ appears $mk+1$ times, with $h(n)$ 1-indexed such that $h(1)=0$. An explicit floor formula for $h(n)$ (and thus for $a(n)$) is derived. The proof of the main theorem involves establishing a key identity for $h(n)$ that arises from the recurrence; this identity is then proved using arithmetical properties of $h(n)$ and the iterated function $a^{(m)}(n)$ at critical boundary points. Combinatorial interpretations for $a(n)$ and its partial sums (for $m=2$), and connections to The On-Line Encyclopedia of Integer Sequences (OEIS), including generalizations of Connell's sequence, are also discussed.