Well, a little time has been past since i started this topic, so some things are different now in my project. However, just to share with you guys what happened:
First answering my own questions:
Is it possible to build this structure by using yiic shell ?
== Not at all, the further i reached was creating individual modules and moving them inside another module
Can I have "backend" nested modules inside every module?
== Perfectly, it works like a charm
The application was working fine with this structure, but i couldn’t find an access control extension which works in a very good way with modules and submodules.
I decided to simplify the structure and create controllers for backend prefixing them with the word "Back", so i can keep them in the same folder of frontend controllers (no need of submodules). Views are stored in folders prefixed with "back" word also.
Now i’m using SRBAC module to manage the access control and my application structure looks like the following: