You could unwrap the sub lists and pass their content to nn.ParameterList as seen here:
sub_list_1 = nn.ParameterList([nn.Parameter(torch.ones(1))])
sub_list_2 = nn.ParameterList([nn.Parameter(torch.ones(1) * 2)])
param_list = nn.ParameterList([*sub_list_1, *sub_list_2])

sub_list_1 = [nn.Parameter(torch.ones(1))]
sub_list_2 = [nn.Parameter(torch.ones(1) * 2)]
param_list = nn.ParameterList([*sub_list_1, *sub_list_2])