Using a different template per Custom Taxonomies for single term archive pages

I would intercept the template loader at template_redirect:

function wpse53892_taxonomy_template_redirect() {
    // code goes here
}
add_action( 'template_redirect', 'wpse53892_taxonomy_template_redirect' );

Then, you would check to see if the query is a custom taxonomy:

if ( is_tax() ) {
    // This query is a custom taxonomy
}

Next, get the term object, and find out if it has a parent:

// Get the queried term
$term = get_queried_object();

// Determine if term has a parent;
// I *think* this will work; if not see below
if ( 0 != $term->parent ) {
    // Tell WordPress to use the parent template
    $parent = get_term( $term->parent );
    // Load parent taxonomy template
    get_query_template( 'taxonomy', 'taxonomy-' . $term->taxonomy . '-' . $parent->slug . 'php' );
}

// If above doesn't work, this should:
$term_object = get_term( $term->ID );
if ( 0 != $term_object->parent; {}

So, putting it all together:

function wpse53892_taxonomy_template_redirect() {

    // Only modify custom taxonomy template redirect
    if ( is_tax() ) {
        // Get the queried term
        $term = get_queried_object();

        // Determine if term has a parent;
        // I *think* this will work; if not see above
        if ( 0 != $term->parent ) {
            // Tell WordPress to use the parent template
            $parent = get_term( $term->parent );
            // Load parent taxonomy template
            get_query_template( 'taxonomy', 'taxonomy-' . $term->taxonomy . '-' . $parent->slug . 'php' );
        }
    }
}
add_action( 'template_redirect', 'wpse53892_taxonomy_template_redirect' );