I wrote a plugin a while ago which helps with this. It’s Windows only, at the moment.
Unzip to your Desktop and open any folder created by the unzipping. Copy the ImportLayers_4R7_01.zsc file and ImportLayersData folder to your ZBrush 4R7\ZStartup\ZPlugs64 folder. This installs the plugin for ZBrush 64 bit. Also copy the ImportLayers_4R7_01.zsc file and ImportLayersData folder to your ZBrush 4R7\ZStartup\ZPlugs folder. This installs the plugin for ZBrush 32 bit. Restart ZBrush.
After installation there should be a new sub-palette called Import Layers in the Zplugin palette. Press the Import button to select a file from disk. It can be either OBJ or GoZ. The plugin will then scan the folder and import all the files that have the same number of points. Every time a new layer is created you’ll see the rename box. Just hit Ctrl+V on the keyboard and the file name will be entered from the clipboard. Press Enter and the plugin will continue to the next file.
The TurnOff button will simply turn off all layers.
ImportLayers_4R7_01.zip (31.1 KB)
Note: there is a new version which works with both Windows & MacOSX at post #9 below.
HTH,ImportLayers_4R7_01.zip (31.1 KB)