I have tried this many times but never found a quick way.
1. Import DXF in QGIS, check CRS is correct
2. Vector > Tools > Extract Vertices
3. In the new Vertices layer, open attribute table, create new calculated column (z) with z($geometry) to get the elevations
4. Generate a raster (DEM) using one of the interpolation methods (Grid, TIN, ...
Open the DXF as explained here:
Importing DWG into QGIS project?
right click on the topmost layer -> export -> save features as -> chose path and set format to DNG
repeat this step for all layers, i think you can export the 2nd to X'th layer into the file your first export created, it just appends those following layers to the first one
You could try using GDAL's Convert format tool from the Processing Toolbox. You can find a description of those types of formats here:
DWG and DXF files are the internal and interchange formats, respectively, created by AutoCAD. These also are used primarily for infrastructure design. Direct use and import of DWG and DXF files is supportedby the ...