I do not believe that there is an official guide for this, but there are a number of blog posts and forum threads from people who have found ways to accomplish this.
One of the best ones I've seen so far is this post by Bas Wijdenes that allows you to export both groups and nested groups via Powershell.
$Grp = Get-AzureADGroup -Filter "DisplayName eq '$Group'" -ErrorAction Stop Members = Get-AzureADGroupMember -ObjectId $Grp.ObjectId -ErrorAction Stop Get-AzureADNestedGroupMembers -Groups 'GROUPNAME' -ObjectType Users
The full script is listed here on Github.
This other example uses "Get-AzureADGroupMember" and exports the users to a CSV.
Get-AzureADGroupMember -ObjectId 84b18857-3c01-48be-b707-492019c57142 | select UserPrincipalName,ProxyAddresses | Export-Csv -nti example.csv