This paper introduces an EU Horizon 2020 project (MAGIC) being conducted between 2016 and 2020 to better understand how EU water, food, energy and biodiversity policies are linked together and to EU climate and sustainability goals. The research is thus another instance of a nexus study in which various forms of research-derived and other knowledge are combined to evaluate and improve policy and other decision-making. The project is shaped by insights on the conduct and evaluation of inter- and transdisciplinary research for policy support reported through the MODSIM and iEMSs conferences in recent years. MAGIC brings together, from multiple centres, expertise in biophysical, computational, economic and social sciences underpinned by theories of transdisciplinary science-for-governance. These MAGIC consortium partners also have experience of treading the fine line between challenging policies (which may be defended by vested interests) and supporting processes of policy reform (whose impetus and legitimacy rely on generating communities of interest). The key challenges for MAGIC are whether this breadth and depth of expertise can be combined in ways that are theoretically rigorous, practical within the resources available and deliver more than the sum of its parts, that is, with discernible impact beyond the science-policy interface (i.e. outwith academia). The integrative core of the project is Quantitative Story Telling (QST), a process of making quality tests of the narratives that underlie or justify key policy positions. The qualities of the policy narratives assessed are their feasibility (within biophysical limits), viability (within the existing institutional context) and desirability (reflecting distributional and acceptability issues); using uses reformulations of existing statistical datasets and simple empirical transformations. The analysis is framed using a societal metabolism metaphor. That is, it focuses on the funds of land and human time needed to create the flows of materials, energy and money that reproduce and maintain the identity of the system of interest (e.g. current patterns and trajectories of consumption). The analysis is conducted simultaneously across scales (geographical or classificatory) to highlight key externalisation effects and dependencies that may undermine long-term security. This quantitative testing of narratives is preceded and shaped by critical choices made by both policy stakeholders and the research team. Which narratives should we focus on? How should we explore these with our social metabolism analysis? Different stakeholders and team members may all have different preferences and epistemological positions. Failure to acknowledge, and where possible resolve, such fundamental differences could limit potential for impact by ensuring that researchers and policy makers have no shared issue framing. For MAGIC, there is thus a strong focus on, and investment in, using social science methods to understand the actors, framing and institutional context within which the QST is conducted and any outputs are used. Deliberative and inclusive processes (undertaking the research in mixed-teams of researchers and stakeholders) are being used to legitimise the process of analysis and ensure that the outputs of QST are salient and credible. The paper concludes by reflecting on how well the expertise developed by the authors in conducting policy support translates from the particular context of Scotland into the structures, processes and procedures of the EU.