I'm not DNN expert (trust me!), but I don't think this is possible since you are crossing portals. I think most people's solution is to provide one link to each portal from the parent. If each portal has the exact same look and feel, you could probably get away with it using clever implementation of Inventua's Side or Top Menu module, but you wouldn't ever have the ability to see other portal pages ...you'd have to navigate to that portal to see its pages.
while on Parent portal
Home
Marketing
HR
Payroll
----------------
while on Marketing portal
Home (default.aspx parent)
Marketing portal
Page 1
Page 2
subpage
HR (default.aspx)
Payroll (default.aspx)
-----------------
while on HR portal
Home (default.aspx parent)
Marketing portal
HR (default.aspx)
Page 1
Page 2
subpage
Payroll (default.aspx)
-------------------
while on Payroll portal
Home (default.aspx parent)
Marketing portal
HR (default.aspx)
Payroll (default.aspx)
Page 1
Page 2
subpage