You can export or save it directly as a .PSD photoshop document file. That works great, if you have objects on layers in the Corel document they will be on layers in the Photoshop document.
Going into Photoshop is going to rasterize an EPS file anyway, so you instead you want to use the .PSD option because that will allow you to keep the layers intact, and it will rasterize the art on individual layers that open as photoshop raster layers.
Attached is a sort of screen-shot how-to... I just tested this with 3 circular shapes on 3 separate layers in Corel, then "Export" as a .PSD,
On the following pop-up you can choose to "maintain layers" and the rasterization DPI settings / sizes. Then you can open that .PSD file like any other photoshop document and the layers of the Corel will have been rasterized but on different layers not all flattened.
I don't think you can export just a grouped set of objects to layers if they are not on corel layers already as you can see, where you can use the "object manager" to put the vector objects or bitmaps in draw onto their own layers... I think this is how the export function can rasterize them individually and save as a .PSD. In the last picture at the bottom screen-shot you can see how it opens into photoshop with the circles on the layers, even with the names I had given the layers in Corel still recognized, you can add effects then... but you can see, I chose not to anti-alias so the pixels are exact spot-color conversions of the vector object at the resolution.
With Illustrator you could copy and paste "vector" smart-objects into photoshop, but I am not sure if there is a way to get any vector from Draw into photoshop layers if that is what you're trying, unless taking it through Illustrator as mentioned. The .EPS export you were in a good direction but it is all one group of objects perhaps so photoshop will rasterize but not recognize any layers... if the corel file has objects or groups of them on their own layers, then the export of the .PSD gives you the option to maintain them, but I think if your art is all one group it still will be rasterized/merged onto just 1 layer.
Hope this helps with your question.
Going into Photoshop is going to rasterize an EPS file anyway, so you instead you want to use the .PSD option because that will allow you to keep the layers intact, and it will rasterize the art on individual layers that open as photoshop raster layers.
Attached is a sort of screen-shot how-to... I just tested this with 3 circular shapes on 3 separate layers in Corel, then "Export" as a .PSD,
On the following pop-up you can choose to "maintain layers" and the rasterization DPI settings / sizes. Then you can open that .PSD file like any other photoshop document and the layers of the Corel will have been rasterized but on different layers not all flattened.
I don't think you can export just a grouped set of objects to layers if they are not on corel layers already as you can see, where you can use the "object manager" to put the vector objects or bitmaps in draw onto their own layers... I think this is how the export function can rasterize them individually and save as a .PSD. In the last picture at the bottom screen-shot you can see how it opens into photoshop with the circles on the layers, even with the names I had given the layers in Corel still recognized, you can add effects then... but you can see, I chose not to anti-alias so the pixels are exact spot-color conversions of the vector object at the resolution.
With Illustrator you could copy and paste "vector" smart-objects into photoshop, but I am not sure if there is a way to get any vector from Draw into photoshop layers if that is what you're trying, unless taking it through Illustrator as mentioned. The .EPS export you were in a good direction but it is all one group of objects perhaps so photoshop will rasterize but not recognize any layers... if the corel file has objects or groups of them on their own layers, then the export of the .PSD gives you the option to maintain them, but I think if your art is all one group it still will be rasterized/merged onto just 1 layer.
Hope this helps with your question.