Eagle: Converting DXF circles to pads
Things that make what you want to do impractical: -


A circle is just a shape with no inherent drill information associated with it
A circle as drawn and converted to DXF is unlikely to be to scale
The relative positions of circles may not be to scale
Dimension information in the DXF won't be understood readily by a PCB tool
A DXF circle carries zero information about the pad stack-up (copper layer by layer)



  I'm looking for something more convenient


Trade your thoughts of convenience for reliable accuracy and manually do this task.