Or even better, how can I embed another .key file inside a keynote presentation. There was support to a "linkback" PDF functionallity similar to what Omnigraffle offers but it doesn't seem to be supported in the latest version
When you add an image to Keynote it copies it into its package. What I've done is open the package and replace the copy of the image with a link back to the external image. What I am suggesting isn't simple but does work.