Conflict between grep style and nested style

I’m using a nested characer style to format the figure number at the start of a caption in which I use a GREP style to format the other numerals. The body is in italic and I need the figure number to be roman. The GREP style overrides the nested style, so the numerals that should be roman remain italic.

It’s currently set up as [nested style] through 1 [end nested style character]. The balance of the paragraph is set in italic with a GREP style to letterspace the numerals.

Obviously, I want this to format automatically, without having to fix the numerals after the fact in each instance. How do I prevent this sort of override?