hrr, that would be amazing...
I think you would need to model these bridges out of three spheres. The rest isn't that hard to make.
As there is some strata, you could cover up the transition between planets and terrain with the strata from below and with grass from top.
But getting the spheres in shape will be a lot of work....(stretch in one direction, blow up the sides in both x and z, bend outwards in y....)
sadly, theres no way to punch holes through the terrain atm that would allow you to fly through.
Best regards,
Sönke