You may use Conga Queries with MassMerge (when used with Conga QuickMerge). In fact, you may use up to two Conga Queries with MassMerge, the first to represent the master data and the second to represent the detail data.
The key to success is that both Conga Queries must include the Master Object Id as the first column. With the first column consisting of the Master Object Id, the MassMerge wizard is able to understand the relationship between the master and detail data.