You can load the paragraph style in the new document and then change the font....
In the new document , Go to Paragraph style panel flyout menu and then choose "load paragraph style"and then choose the file in which you have this nested paragraph style present.
It really depends on what the nested character style is doing. If all it does is make the exisiting font bold, without specifying a font family or size, there's no need to do anything but edit the basic cahracter settings in the paragraph style. If the character style is more specific, you'll need to edit that, too.