I tried to open my dwg woth Solidworks by choosing first "create new Solidworks drawing" and then "convert to Soldworks entities" and I got some errors with both and was unable to open it. Then I tried to open using "import to a new parts as 3D curves or model" and it seemed to work. Then I saved it to STEP 214 and re-opened in Solidworks and Solidworks asks: "Do you wish to run import diagnostic on this part?" and then "Do you want to proceed with feature recognition?". What should I choose?

Also, there was a circle pointing out thread location in my dwg as you can see, but after saving to STEP and re-opening the STEP file, the circle was gone. How should I mark the thread centerpoints/locations in CAD to the dwg so that Solidworks includes them in STEP file too?

Reason I need STEP conversion is that our machinist says he prefers it so he can see the measurements directly from the 3D drawing.

Thanks for the help in advance.