Since I didn’t get any response here I asked on the Mockito forums. Here is a link to the discussion: https://groups.google.com/d/topic/mockito/hWwcI5UHFi0/discussion
To summarize the answers, technically this would kind of defeat the purpose of mocking. You should really only mock the objects needed by the SystemUnderTest class. Mocking things within objects that are themselves mocks is kind of pointless.
If you really wanted to do it, @spy can help