In our case, we're using SASS, so embedded stylesheets need to use the actual stylesheet code, rather than the processed/cached version.
For that, I'm currently using this macro expression:
{% CMSContext.Current.GlobalObjects.CssStylesheets.MyOtherStylesheet.StylesheetDynamicCode |(user)zbynekh|(hash)b05f4aae5a6031a37db33e14d35acdb496585eb681a2e0fcc2449aa212db11f4%}
Each @import url(...) creates a separate request, which may be excessive. If you want to reduce those requests, but don't need the dynamic code for a preprocessor, you can use the following to embed the processed/cached version:
{% CSS.Stylesheets["MyOtherStylesheet"] |(user)zbynekh|(hash)f07d3fe1c566d3aff51473cea6c620500267e1f287764cdd442a8b11d18b079d%}
The only disadvantage to these approaches that I've encountered is that you need to re-save the main stylesheet, after one of the embedded stylesheets is changed.