What is the best way to implement a SQL Nested Cursor

Question

Please can someone show me the best way to implement a Nested Cursor with the dataset provided?

As you will see there is already one Cursor that looks for the value listed in #TMP_CODE1, if there is a match then the select statement is executed and the results are inserted into the output table.

I'm trying to use a Nested Cursor to replicate the same process on the values stored in #TMP_CODE2.

I'd like to print the @Numbers in the same way that the @Letters have been inserted into the #Output table below:

  PRINT @Letters;
  INSERT INTO #Output ([Dummy Column1], [Dummy Column2]) VALUES ('Letters:', @Letters)
  INSERT INTO #Output ([Dummy Column1]) VALUES ('') 

With each row grouped together and the code displayed above each result set.

The values should only inserted into the Output table if they are listed in the #TMP_CODE1 and #TMP_CODE2 temporary tables.

DROP TABLE IF EXISTS #TMP_CODE1
CREATE TABLE #TMP_CODE1(Letters varchar(3));
INSERT INTO #TMP_CODE1(Letters) VALUES 
  ('AAA'),('BBB'),('CCC'),('DDD'),('EEE'),('FFF');

DROP TABLE IF EXISTS #TMP_CODE2
CREATE TABLE #TMP_CODE2(Numbers varchar(3));
INSERT INTO #TMP_CODE2(Numbers) VALUES 
  ('111'),('222'),('333'),('444'),('555'),('666');

DROP TABLE IF EXISTS #Input
CREATE TABLE #Input (CODE1 varchar(3), [Dummy Column1] varchar (15), 
[Dummy Column2] varchar (15), CODE2 varchar(3), [Dummy Column3] varchar (15),
[Dummy Column4] varchar (15));

DROP TABLE IF EXISTS #Output
CREATE TABLE #Output (CODE1 varchar(3), [Dummy Column1] varchar (15), 
[Dummy Column2] varchar (15), CODE2 varchar(3), [Dummy Column3] varchar (15),
[Dummy Column4] varchar (15));

INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('AAA', 'DUMMY DATA 1 1', 'DUMMY DATA 2 1', '111', 'DUMMY DATA 3 1', 'DUMMY DATA 4 1')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('AAA', 'DUMMY DATA 1 2', 'DUMMY DATA 2 2', '111', 'DUMMY DATA 3 2', 'DUMMY DATA 4 2')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('AAA', 'DUMMY DATA 1 3', 'DUMMY DATA 2 3', '111', 'DUMMY DATA 3 3', 'DUMMY DATA 4 3')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('AAA', 'DUMMY DATA 1 4', 'DUMMY DATA 2 4', '222', 'DUMMY DATA 3 4', 'DUMMY DATA 4 4')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('AAA', 'DUMMY DATA 1 5', 'DUMMY DATA 2 5', '333', 'DUMMY DATA 3 5', 'DUMMY DATA 4 5')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('AAA', 'DUMMY DATA 1 6', 'DUMMY DATA 2 6', '555', 'DUMMY DATA 3 6', 'DUMMY DATA 4 6')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('BBB', 'DUMMY DATA 1 7', 'DUMMY DATA 2 7', '222', 'DUMMY DATA 3 7', 'DUMMY DATA 4 7')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('BBB', 'DUMMY DATA 1 8', 'DUMMY DATA 2 8', '111', 'DUMMY DATA 3 8', 'DUMMY DATA 4 8')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('BBB', 'DUMMY DATA 1 9', 'DUMMY DATA 2 9', '555', 'DUMMY DATA 3 9', 'DUMMY DATA 4 9')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('BBB', 'DUMMY DATA 1 10', 'DUMMY DATA 2 10', '444', 'DUMMY DATA 3 10', 'DUMMY DATA 4 10')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('BBB', 'DUMMY DATA 1 11', 'DUMMY DATA 2 11', '777', 'DUMMY DATA 3 11', 'DUMMY DATA 4 11')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('BBB', 'DUMMY DATA 1 12', 'DUMMY DATA 2 12', '888', 'DUMMY DATA 3 12', 'DUMMY DATA 4 12')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('BBB', 'DUMMY DATA 1 13', 'DUMMY DATA 2 13', '222', 'DUMMY DATA 3 13', 'DUMMY DATA 4 13')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('BBB', 'DUMMY DATA 1 14', 'DUMMY DATA 2 14', '111', 'DUMMY DATA 3 14', 'DUMMY DATA 4 14')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('BBB', 'DUMMY DATA 1 15', 'DUMMY DATA 2 15', '222', 'DUMMY DATA 3 15', 'DUMMY DATA 4 15')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('BBB', 'DUMMY DATA 1 16', 'DUMMY DATA 2 16', '666', 'DUMMY DATA 3 16', 'DUMMY DATA 4 16')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('CCC', 'DUMMY DATA 1 17', 'DUMMY DATA 2 17', '111', 'DUMMY DATA 3 17', 'DUMMY DATA 4 17')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('CCC', 'DUMMY DATA 1 18', 'DUMMY DATA 2 18', '111', 'DUMMY DATA 3 18', 'DUMMY DATA 4 18')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('DDD', 'DUMMY DATA 1 19', 'DUMMY DATA 2 19', '111', 'DUMMY DATA 3 19', 'DUMMY DATA 4 19')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('DDD', 'DUMMY DATA 1 20', 'DUMMY DATA 2 20', '222', 'DUMMY DATA 3 20', 'DUMMY DATA 4 20')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('DDD', 'DUMMY DATA 1 21', 'DUMMY DATA 2 21', '333', 'DUMMY DATA 3 21', 'DUMMY DATA 4 21')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('DDD', 'DUMMY DATA 1 22', 'DUMMY DATA 2 22', '555', 'DUMMY DATA 3 22', 'DUMMY DATA 4 22')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('EEE', 'DUMMY DATA 1 23', 'DUMMY DATA 2 23', '222', 'DUMMY DATA 3 23', 'DUMMY DATA 4 23')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('EEE', 'DUMMY DATA 1 24', 'DUMMY DATA 2 24', '111', 'DUMMY DATA 3 24', 'DUMMY DATA 4 24')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('EEE', 'DUMMY DATA 1 25', 'DUMMY DATA 2 25', '555', 'DUMMY DATA 3 25', 'DUMMY DATA 4 25')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('EEE', 'DUMMY DATA 1 26', 'DUMMY DATA 2 26', '444', 'DUMMY DATA 3 26', 'DUMMY DATA 4 26')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('EEE', 'DUMMY DATA 1 27', 'DUMMY DATA 2 27', '777', 'DUMMY DATA 3 27', 'DUMMY DATA 4 27')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('FFF', 'DUMMY DATA 1 28', 'DUMMY DATA 2 28', '888', 'DUMMY DATA 3 28', 'DUMMY DATA 4 28')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('FFF', 'DUMMY DATA 1 29', 'DUMMY DATA 2 29', '222', 'DUMMY DATA 3 29', 'DUMMY DATA 4 29')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('FFF', 'DUMMY DATA 1 30', 'DUMMY DATA 2 30', '111', 'DUMMY DATA 3 30', 'DUMMY DATA 4 30')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('FFF', 'DUMMY DATA 1 31', 'DUMMY DATA 2 31', '222', 'DUMMY DATA 3 31', 'DUMMY DATA 4 31')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('GGG', 'DUMMY DATA 1 32', 'DUMMY DATA 2 32', '666', 'DUMMY DATA 3 32', 'DUMMY DATA 4 32')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('GGG', 'DUMMY DATA 1 33', 'DUMMY DATA 2 33', '222', 'DUMMY DATA 3 33', 'DUMMY DATA 4 33')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('GGG', 'DUMMY DATA 1 34', 'DUMMY DATA 2 34', '111', 'DUMMY DATA 3 34', 'DUMMY DATA 4 34')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('GGG', 'DUMMY DATA 1 35', 'DUMMY DATA 2 35', '555', 'DUMMY DATA 3 35', 'DUMMY DATA 4 35')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('HHH', 'DUMMY DATA 1 36', 'DUMMY DATA 2 36', '888', 'DUMMY DATA 3 36', 'DUMMY DATA 4 36')
INSERT INTO #Input (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3], [Dummy Column4]) VALUES ('HHH', 'DUMMY DATA 1 37', 'DUMMY DATA 2 37', '555', 'DUMMY DATA 3 37', 'DUMMY DATA 4 37')
  
DECLARE @Letters varchar(3), @c cursor;
    
SET @c = cursor LOCAL FAST_FORWARD
    FOR SELECT Letters FROM #TMP_CODE1;

OPEN @c;
FETCH NEXT FROM @c INTO @Letters;

WHILE @@FETCH_STATUS = 0
BEGIN

  PRINT @Letters;
  INSERT INTO #Output ([Dummy Column1], [Dummy Column2]) VALUES ('Letters:', @Letters)
  INSERT INTO #Output ([Dummy Column1]) VALUES ('')

  INSERT INTO #Output (CODE1, [Dummy Column1], [Dummy Column2], CODE2, [Dummy Column3],[Dummy Column4])
  SELECT * FROM #Input WHERE CODE1 = @Letters

  FETCH NEXT FROM @c INTO @Letters;

END

SELECT * FROM #Output

So the structure I'm hoping to achieve would be like this:

This is just for AAA, I would like to be able to format all the data provided in the example code in this format.

I'm using SQL Server so would appreciate answers in standard SQL please.

Thanks