If you want two files, you just check only the one you want (roughing or finish). See below). Step over is controlled by the feature for this, and not the toolbox definition. I like to use two files as well. It also allows better preview of the result with only one at a time showing. And it allows me to run on different days as you mentioned. And if you disable timeouts in the Marlin firmware, you can also pause long jobs and/or let it wait for a tool change for when you are ready (I recently confirmed this myself). Here is my tool change code, FWIW. Each M00 is a wait for user to press button on the display. I use a touch plate for rehoming Z though.
M05
G00 Z20 ; rise for tool change
G00 X0 Y0 F2000 ; move to home position
M00 Turn OFF Router
M18 Z ; Disable Z stepper for the change
M00 Change tool <n> ; Use screw by hand to raise router
M00 Z-Probe
G28 Z ; Rehome Z
G00 Z10 ; Bounce Up
M00 Turn ON Router
M03
