Hello,
LFO's allready have a FADE option in the parameter next to the Retrig Source. That's all you need for the example you mention.
Functions have SCALE parameter that might be useful.
And you have the modulator SIDECHAIN feature. Modulators can this way modulate other modulators output level. So this way is also a possibility to solve your example, if you in example use a ONE shot function with a ramp up waveform as sidechain for the LFO modulation you wan't to fade in.
Sidechaining modulators is what i understand you in generel are asking about, when you talk about modulating depth of a modulation.
In some cases there might be other options.
Hope this helps. But feel free to ask further in the forum.