A natural generalization of this problem is the the question about nested perfect necklaces which are a variant of the classical de Bruijn sequences. For positive integers $k$ and $m$ a necklace is
$(k, m)$-perfect if each word of length $k$ occurs exactly $m$ times at positions which are different modulo $m$ for any convention on the starting point. The length of a $(k, m)$-perfect necklace is $m|A|^k$
where $|A|$ denotes the cardinality of the given alphabet $A$.
The paper Normal numbers and nested perfect necklaces by Verónica Becher, Olivier Carton is devoted to nested perfect necklaces with applications to normal numbers with small discrepancy. A word $w$ is a $(k, m)$-nested perfect necklace if for each integer $\ell = 1, 2, \ldots , k$, each
block of $w$ of length $m|A|^\ell$ which starts at a position congruent to $1$ modulo $m|A|^\ell$
is a $(\ell, m)$-perfect necklace.