If you create the new customer with a microflow and create the new address with the same microflow and then show the customer entity with the nested dataview (the nested view via the path to customer/address) then it is possible to create the new customer and the new address. In the overview form you can then still use the edit button, but need to replace the standard New button with a custom MF button that performs the actions. For this to work the relation only needs to be customer:address = 1:0, not a 1:1. This solution will however create a new address for every customer and in that case the need for 2 separate entities is not clear. In this case the address could be part of the customer entity. So if you need some more info please provide some more details on the issue.
You can add multiple inner dataviews which use the same object in a single outer dataview.