to stop simulation at each operation change in CSE, you can define a "Matching Breakpoint" (available since NX11). For this type of breakpoint, you can define a string (e.g. "operation" or "M6") and simulation will stop at each NC Code lines which contains this string.
Regarding the skip levels, this is somethine we introduced in NX 12.0.1. (You can find them in the "Advanced" Area of the Simulaltion Settings).