I've seen the thread on single bullet points here but can't seem to find a way to add a 2nd or any additional levels (i.e. automatic indentation). Is this not a feature? I've tried the standard TAB key, but no luck.
One workaround I've found is to use an external true Markdown editor like StackEdit to write the list/bullet points and then just copy and paste to Slack. This seems to work well until Slack decides to integrate Markdown.