New in version 1.6 of ProEXR is a new plug-in for After Effects: ProEXR AE. On one hand, this is the old ProEXR Comp Creator plug-in with a new name. But installing this plug-in also will add an extra option to your list of output formats.
Funny how sometimes one tiny little UI widget can indicate a whole world of possibilities. Yes, ladies and gentlemen, choosing "ProEXR Layers Sequence" will render all the layers of your After Effects comp into a multi-channel OpenEXR sequence. And of course each file will include our blob of layer data so it can be reconstructed in Nuke, Photoshop, or even back in AE.
Needless to say, this is somewhat beyond the scope of a typical After Effects file module, so perhaps it should be considered experimental for now. If it behaves oddly, please send email telling me so. And do remember that it follows the same layer naming conventions followed by the Photoshop plug-in (more on that in the manual).
To take advantage of this functionality, you'll need a ProEXR serial number. (It will run in trial mode for 15 days, like the Photoshop plug-ins.) You do not need a serial number to use the comp building functionality however.