The following is an order 9 Room square. Copying from Wikipedia,
- Each cell of the array is either empty or contains an unordered pair from the set of symbols.
- Each symbol occurs exactly once in each row and column of the array.
- Every unordered pair of symbols occurs in exactly one cell of the array.

This square meets a few additional requirements, each $3\times3$ square has five pairs, and a few of the squares have all ten symbols.
Is an order 9 Room square possible where all nine $3\times3$ squares have all ten symbols?
Note: I don't think row/column permutations for this particular Room square will yield an answer, due to trying a few million cases.
Yes, it is possible. Here is the first solution found by a simple search algorithm. \begin{array}{|ccc|ccc|ccc|}\hline 01&23&45&67&89&&&&\\ 68&79&&02&&&14&35&\\ &&&15&34&&78&06&29\\ \hline 25&&&39&07&18&&&46\\ 37&16&08&&&24&59&&\\ 49&&&&56&&03&28&17\\ \hline &04&69&&12&57&&&38\\ &58&13&&&09&26&47&\\ &&27&48&&36&&19&05\\ \hline \end{array}