Extracting information from EXR Files
I don't know any IDE-based tools that do this but a quick Python script should do the trick. I usually use Thijs Vogels' PyEXR to read the multi-channel EXR. Assuming your depth channel is called distance (which needs to be specified in your Mitsuba XML file under your hdrfilm), you can visualize it with the following code:

import pyexr

fp = pyexr.open('multichannel.exr')
img = fp.get('distance')
pyexr.write('distance.exr', img)