During DXF Import, some circles/pads are converting to rounded polygons; at least with my current settings. How can I convert them to Flashes?

The circles are most likely polygons because the exceed the value for the DXF Import Option "Flash Pads less than" (see screen capture below).  Go ahead and increase this value to greater that 250 mils, and you should be fine.  Make sure to also check option "Flash Round/Donut Shapes".