Clear[inner];
inner = Compile[ {{i, _Integer}, {j, _Integer}},
If[i >= j, Return[], AppendTo[bag, list]; inner[i + 1, j]];
,CompilationOptions -> {"InlineExternalDefinitions" -> True,
"InlineCompiledFunctions" -> False} ]

Clear[outer];
outer = Compile[{{i, _Integer}},
Block[{list = Table[{0, 0}, {i}], bag},
bag = {list};
inner[1, i];
bag
]
, CompilationOptions -> {"InlineExternalDefinitions" -> True,
"InlineCompiledFunctions" -> True}
]

Compile::cret : The type of return values in (...) are different.
Evaluation will use the uncompiled function.