Best technique for this seems to be to open the DXF in Inkscape, check and adjust as necessary (ensure that all paths are closed, convert strokes to expanded paths, &c.) then save as an SVG and import that.
If that doesn’t allow it to show, contact OnShape – also send the file to support@carbide3d.com and hopefully one of the devs can add it to the test suite.
It looks like it opened only a portion of the geometry in inkscape. Basically it left some of the lines out. I’ll contact support. It’s really just a 2d job. I guess I could do it in MeshCam and just do a pencil finish to cut out the items.
Update: I’m not sure how/why this works but this is what I’ve figured out in case it helps anyone else.
Export DXF from OnShape
Import into Microsoft Visio (uncheck all options at bottom of dialog box)
Right click and select option to convert cad file to visio drawing.
select outer bounding box and delete otherwise you end up with 2 layers on top of each other.
Save as autocad interchange (dxf)
Open in CC