it really depends on what you're looking to achieve which you didn't tell much about. You can machine ON vectors on both open and close ones. The only "limitation" I can think of is that you'll machine at a constant depth.
If you need more control over depth, you either need "V" strategies or a package that offer more features (which I couldn't really help you with... mayber toolpath over 3D DXF...) or better yet send feature request to Vectric team.
Check this out (attachements)... I'm sure your project involve something more elegant but the basic of working ON vector is there.