Repeating this procedure for $n\geq3$ should give a simplex $3$-category $\Delta_3$, a simplex $4$-category $\Delta_4$, and so on. For example, the $2$-categories $π_2$, $π_2$, $π_2$, $\ldots$ used to build $\Delta_3$ look just like the $n$-simplices in the Duskin nerve of a $2$-category, which are pictured in detail here.
Aside I. A more conceptual way to build $\Delta_3$ and its higher dimensional cousins is by using lax joins:
- $\Delta$ is the full subcategory of $\mathsf{Cat}$ spanned by $π$, $π$, and the iterated joins $π:=π\starπ$, $ππ\starπ\starπ$,
- $\Delta_2$ is the full subcategory of $\mathsf{2Cat}$ spanned by $π$, $π$, and the iterated lax joins $π_2:=π\star^{\mathrm{lax}}π$, $π_2:=π\star^{\mathrm{lax}}π\star^{\mathrm{lax}}π$.
There are also oplax and pseudo versions of this construction, so we should really be speaking of a "lax simplex $3$-category". More generally, there will be $3^{n-1}$ variants of "the simplex $n$-category", just like there are $3^{n-1}$ variants of the join of $n$-categories.ΒΉ Horrifying!
Aside II. Being a strict $n$-category, $\Delta_n$ also has an underlying $(n-1)$-category $\Delta_{n|1}$ (e.g. $\Delta_{2|1}$ is the usual simplex category). It seems to me that $\Delta_{3|1}$ is something like the lax morphism classifier of the simplex $2$-category, so that we have a bijection $$\{\text{$2$-functors $\Delta_{3|1}\to\mathcal{C}$}\}\cong\{\text{Lax functors $\Delta_{2}\to\mathcal{C}$}\},$$ (although I haven't fully checked this.)
Aside I. A more conceptual way to build $\Delta_3$ and its higher dimensional cousins is by using lax joins:
- $\Delta$ is the full subcategory of $\mathsf{Cat}$ spanned by $π$, $π$, and the iterated joins $π:=π\starπ$, $π:=π\starπ\starπ$,
- $\Delta_2$ is the full subcategory of $\mathsf{2Cat}$ spanned by $π$, $π$, and the iterated lax joins $π_2:=π\star^{\mathrm{lax}}π$, $π_2:=π\star^{\mathrm{lax}}π\star^{\mathrm{lax}}π$.
There are also oplax and pseudo versions of this construction, so we should really be speaking of a "lax simplex $3$-category". More generally, there will be $3^{n-1}$ variants of "the simplex $n$-category", just like there are $3^{n-1}$ variants of the join of $n$-categories.ΒΉ Horrifying!
Aside II. Being a strict $n$-category, $\Delta_n$ also has an underlying $(n-1)$-category $\Delta_{n|1}$ (e.g. $\Delta_{2|1}$ is the usual simplex category). It seems to me that $\Delta_{3|1}$ is something close to (but not quite, I think) the lax morphism classifier $\mathsf{L}\Delta_2$ of the simplex $2$-category, for which we have a bijection $$\{\text{$2$-functors $\mathsf{L}\Delta_2\to\mathcal{C}$}\}\cong\{\text{Lax functors $\Delta_{2}\to\mathcal{C}$}\}.$$
Aside III. There are actually lax, oplax, and pseudo variants of the simplex $1$-category too: the lax variant is the usual simplex category, the oplax variant is isomorphic to the lax variant, and the pseudo variant is the full subcategory of $\mathsf{Cat}$ spanned by the localisations of the ordinal categories at every morphism.
Alternatively, we may also construct the pseudo variant as the full subcategory of $\mathsf{Cat}$ spanned by the "iso-ordinal" categories, defined iteratively starting from $π$ by means of the "isojoin" of categories, defined in the same way as the join $\mathcal{C}\star\mathcal{D}$ but where we replace the morphisms from the objects of $\mathcal{C}$ to those of $\mathcal{D}$ in $\mathcal{C}\star\mathcal{D}$ by isomorphisms.
And it turns out that the resulting category is already very well-known: it is a skeleton of the category of finite sets, and presheaves on it are symmetric (simplicial) sets, which form another model for $\infty$-groupoids.