I have two Powerwalls, but there is no subpanel. My house already has a 200A main panel with a 200A breaker. The Backup Gateway, which has its own 200A breaker, is directly connected to the main panel for whole house backup.
Two Powerwalls in parallel provide a rated maximum output of 10 kW continuous real power ( = 41.7A @ 240V) and 14.4 kVA peak apparent power (= 60A @ 240V). As long as there are no loads in the house that would exceed either of those limits, backing up the entire house panel works. If there are larger loads, they would need to be segregated into a "Noncritical Loads" panel that is on the power company side of the Backup Gateway.
A couple questions about your installation: prior to the Powerwalls, was the 200A main panel the service entrance? I.e. was the 200A main breaker the first breaker after the meter? If so, then I assume you Backup Gateway has a 200A breaker inside of it, as it is now the service entrance.
Also, where was the output of the two PowerWalls connected? Each PowerWall uses a 30A double pole output breaker, so where are those two breakers located?
When a panel is fed by multiple sources (the power company and the PowerWalls), the NEC has rules limiting the total power fed to a panel. The usual case is the 120% rule, which says that as long as certain conditions are met, the sum of the breaker for the power company supply (200A) and (approximately) the breaker(s) from the other sources (2 * 30A = 60A for 2 Powerwalls) can be up to 120% of the rating of the busbar in the panel.
So if the two Powerwall 30A breakers are in your main panel, then either (a) if the busbar in the panel is rated only 200A, the main breaker should have been downsized to 175A, as 120% * 200A < 200A + 60A, but 120% * 200A > 175A + 60A or (b) sometimes the busbar in a 200A panel is rated 225A, in which case no problem as 120% * 225A > 200A + 60A.
Another option would have been for the (2) 30A breakers to be installed in their own small panel, and the output of that panel connected to one of the pair of double lugs on the load side of the Backup Gateway. Since the Backup Gateway is a "panel" with only 0 or 1 breakers in it, other rules apply and allow that configuration.
For more details, see NEC section 705.12(D)(2).
Cheers, Wayne