You might want to try to stack all your columns you used in the "X" role in your Graph Builder by using the Stack platform in the tables menu. After that is done, specify the new stacked column as "X" and use your Depth column in the overlay role. This should give you the plot you are after:

Open( "$SAMPLE_DATA/Tablet Production.jmp" );
Graph Builder(
Size( 1102, 793 ),
Variables( X( :Coating Supplier ), Y( :Mill Time ), Overlay( :Blend Time ) ),
Elements( Points( X, Y, Legend( 6 ) ), Line( X, Y, Legend( 7 ) ) )
);