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Here is an Automator script for the Mac OS, that allows you to right-click one (or multiple) DXF, GDS, CIF etc. files and select Services > Open with KLayout. (Since KLayout doesn't register itself as able to open those files.)
Files > Open with KLayout.workflow
Place the file inside the folder:
/Users/<<your_user_name>>/Library/Services/
(Create the directory if it doesn't exist yet)