My solution to importing DXF files is to use write an insertion macro that is triggered from within Grasshopper, then reference the resulting blocks by name. I use a vb component to wrap up creating the macro, running the insertion commands, and referencing the resulting blocks.
However, if you aren’t comfortable with text based code you can achieve similar results with Human to get folder contents, a format component to build the macro string, LunchBox to send the macro to the Rhino command line, and Elefront to reference the blocks.