We describe hierarchies of exact string backgrounds obtained as non-Abelian cosets of orthogonal groups and having a space--time realization in terms of gauged WZW models. For each member in these hierarchies, the target-space backgrounds are generated by the ``boundary backgrounds of the next member. We explicitly demonstrate that this property holds to all orders in $alpha$. It is a consequence of the existence of an integrable marginal operator build on, generically, non-Abelian parafermion bilinears. These are dressed with the dilaton supported by the extra radial dimension, whose asymptotic value defines the boundary. Depending on the hierarchy, this boundary can be time-like or space-like with, in the latter case, potential cosmological applications.