So far I haven't been able to work out how to do this with the current version of dxflib. Many of the files I load are > 100mb and take a few minutes to process. I looked for some sort of Entity count but it doesn't seem to exist.
One option that I thought of was to have another virtual function in DL_CreationAdapter/Interface that gets called every time (roughly) n bytes are read from the file. A nice default would be n = 1024 * 1024 or 1mb. It would then be up to the user to check how big the file is before loading it and handle the progress reports.