Idon't know the latest tech on this as Zbrush has been evolving quickly this year but, when ZB3 came out, Fivecat (spelling) did a nice tut here in Zbrush forum on how to work in layers. It's a bit more involved than your technique but delivers.

"I export a single OBJ for hip and left thigh"

Actually, that's 2 objects.

 

crossposted with everybody..