I had this problem a while back, the only way I could get it to work was...Import the dgn, dxf etc into 3DStudioMax (yes, you read it correctly) then export it as an obj from max and read into Maya. This isn't obviously ideal if you don't have a ready available version of Max but I couldn't get it to work any other way, you can purchase these plug ins but the ones I found aren't free and as it was a one-off for me didn't justify paying for a once off.
If you believe in telekinesis, raise my right hand.