We perform three-dimensional shearing box hydrodynamical simulations to explore the outcome of gravitational instability in the outer regions of neutrino-cooled disks such as those formed from the collapse of rotating massive stars (“collapsars”). We employ a physical equation of state and optically thin neutrino cooling and assume an electron fraction set by the balance ofe^±pair-capture reactions. Disks in a marginally stable initial state (Toomre parameterQ≈1) undergo runaway cooling and fragmentation when the dimensionless cooling timescale obeysτ_cool≡t_coolΩ≲10, where Ω is the orbital frequency; these conditions correspond to accretion rates ≳M_⊙s⁻¹on the upper end of those achieved by collapsar progenitor stars. Fragmentation leads to the formation of neutron-rich clumps (electron fractionY_e≲0.1) spanning a range of masses ∼0.01–1M_⊙around the local Jeans value. Most clumps exceed the local Chandrasekhar mass$M_{\mathrm{Ch}}\propto Y_e^2$and hence will continue to collapse to nuclear densities, forming neutron stars (NSs) with subsolar masses otherwise challenging to create through ordinary stellar core collapse. Even cool disks dominated byαparticles (Y_e≃0.5) can fragment and collapse into neutron-rich clumps capable of forming subsolar NSs. Although our simulations cannot follow this process directly, if the disk-formed NSs subsequently pair into binaries, the GW chirps from their rapid mergers are potentially detectable by ground-based observatories. The temporal coincidence of such a hierarchical NS merger chain with the collapsar gamma-ray burst and supernova would offer a uniquely spectacular multimessenger “symphony.”