In order to have a lead-in for every depth of cut I've found only two options:
(1) When I define the path for the trajectory, I include a bit of overlap at the start and end. I then add tangent arcs at the start and end points. Move the start point to the lead-in arc start point. Always have an overlap. Trying to start and end the trajectory on the same point will invariably result in the path being followed in the wrong direction, or ignored, etc. The arc radius must be large enough to give a nice resultant radius for the center of the tool. This method takes a bit more definition in terms of geometry, requires editing the trajectory sketch to change the lead-in radius, etc. But it's good if you are making a lot of cuts.
(2) Define a single depth cut. Add a lead-in, lead-out, and retract for it. Copy this set of commands in the sequence, paste them at the end, then change the depth of them to the next slice depth. Do this for all the depths. This is really tedious if you are making a lot of cuts, but you can change the lead-in radius in the sequence parameters and all the trajectories will reflect the change easily.
Which of these I use depends on what I'm doing, whether I want to be able to change the lead radii all at once, etc.
