This one stumped me for a moment, but I think what you need to do before putting it in the Voronoi fracture is use the boole tool to merge all the objects together properly.
Using the boole tool with the connect tool, you can merge all your objects into a fused object – “Boolean Type – A Union B”

If you then make the boole editable

Then select the new group including everything a child within that group and “connect objects and delete”

Lastly, you’ll need to select your new single object in point mode and “optimize” the mesh

This is now you’re fused object. When you throw that in Voronoi fracture it will actually brake the model like a broken chocolate bar as the nuts are part of the model rather than “grouped” with the object.

I hope that makes sense?