So, the DXF import won't preserve the layer names after importing into PixelCNC?
DXF import is something still being worked on at the moment, perhaps I'll try to squeeze it in before v1.41a goes out. But yeah, the individual shapes will be separate within the layer but only individually accessible while in path-editing mode. You can select individual paths and copy them to their own layer and generate stuff off that layer - or select each shape/path individually and generate shapes off each one while it's selected instead of copying them to their own layer and generating shapes from them.
Here's an example:
EDIT: Also, I suppose I could include an option to create one layer for each individual path that's loaded from vector file types.