Is there another way to "weld" physics enabled static meshes together, or am I using constraints wrong?

Won’t this make the child object lose it’s physics? Meaning if I attach object B to object A, object B will stop interacting with the world physically, and object A will be the dominate physics object. What I’m looking for is a way to attach multiple objects together such that each object maintains it’s physics and collision.

For example, lets say I wanted to take multiple cubes and attach them to one another in the form of a sphere of cubes. (I believe) in your example if I tried to roll the sphere of cubes all but 1 cube (the root) would fall through the world.