Hello,
I manage this using Grasshopper
this maybe could help you: Import DXF and Manipulate in Grasshopper
I use to insert the dxf’s by a drag and drop operation from the file explorer.
This is the only method I have found for inserting a series of dxf files (to use the data from each file, I prefer to insert them as groups, rather than in blocks). Rhino catches the name of each file and assigns it to the group so created.
I’d rather not have to validate each file, it’s annoying when there are more than a dozen, if someone could come up with a combination via grasshopper or rhino that would be great!