CoCreate supports both import and export of DXF 2D CAD drawings, so you can work well with them and save them in the default .mi drawings typical for CoCreate. Although you may find a 3rd party CAD software that could support making .mi drawings, it is always best to use the original software.
Convert AutoCAD DXF Drawing Exchange Format to CoCreate CAD drawing file.
We have found one software suitable in our database for this conversion.
Microsoft Windows software - convert dxf to mi on Windows
An older 3D and 2D CAD design software
Convert from dxf file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.