DXF has no concept of scale, and you have to select a scale when you export DXFs. The laser software (EasyCut) assumes a millimetre scale. In other words, a DXF will contain a unit-less dimension of 1.0; and that could be 1 inch, 1 metre, 1 foot, or 1 millimetre for all the DXF format and/or reading software knows. No scale issues have been seen when using MM for export from various CAD packages.
Select every line and choose Tools > Unite lines. The Unite Lines feature will close loops by connecting lines. If loops are closed then the software automatically figures out what shapes are nested (one inside another) and cuts them from the inside-to-outside correctly. No need to manually order nested cuts.
Often you can find a great design on a site like Thingiverse that is made for a material you don't have or don't want to buy. Opening the design up and editing all the slot widths is often impractical and time consuming. If you don't mind resizing the whole object you can do just that to make it fit your material.