This thread got me thinking so I emailed the developer and sure enough, they
just released the Nuke auto comp builder I mentioned before.
Here is the link to the PhotoShop plugin that exports the layered EXRs
http://www.fnordware.com/ProEXR/
Here is a link to the Nuke python script that will
I really recommend ProEXR.
http://www.fnordware.com/ProEXR/
You can write out a single EXR with all the layers in different channels or you
can export all the layers as separate EXRs. The EXR maintains metadata so if
you are python savvy you can write something that will auto comp it for you