I am a pretty heavy solidworks user and have used lasers.
DXF files are generally the go to file for flat patterns (like when i have stuff water cut)
That said the GF should be pretty responsive to the coloring of your lines and my understanding is that the DXF files are pretty binary in color. The file should work great for cutting but im not sure how the engraving will work.
I did the following project in SW and then sliced it using a driven configuration. Then had to save each configuration as a DXF file and compile them in Adobe Illustrator.