If you plug a "hot" signal into a channel input, you are "double pre-amping" and this can lead to excessive noise, distortion, and even blowing out the channel. It's always best to "gang" mixers together through a NON preamp area whenever possible. If that's not an option, just be very careful of input level, and keep the master on the sub mixer at a reasonable level. Preferably lower than you would as a "stand alone" mixer.
You also can use standard "Y" cables to double up on channels.