Can't you start off by spreading your OCO limit orders 10-11 ticks away from the last price and then just wait it out? Those queues are usually very thin.
Right, so that's "stacking to many levels of depth." To add some color to my point about how it "adds risk," the day Kim Jong-Il died, the market spiked lower and I was instantly lifted on every stacked offer I had in every put. I managed to recover a bit but it still took out about a quarter of a year's PNL in one fell swoop.