Assuming different step lengths for two overlapping volumes:
If inner step lengths are always chosen over the outer step length, then two volumes with non-zero overlapping regions will show boundary artefacts.
Conversely if outer step lengths are always chosen over the inner, then two volumes overlapping with zero and non-zero regions like the ones in your screenshot will show artefacts like you are seeing.
Lastly, if the average of the step length is used, then both cases will have artefacts.
We have experimented with solutions to this in the past, by removing the step length entirely, but at the time it seemed too slow. For now, the best approach would be to set the step length to the same value for both overlapping volumes.