Far as I can make out, the groups are all or nothing. Don't know whether C4D has this capability - I use Carrara, which gives the option of importing a grouped mesh as a single mesh or as separate groups. So, I export from MH with groups, load in Carrara as groups. Delete the joint diamonds. Group the eyes, teeth, etc. that I want to keep separate, group the body that I want to keep as one mesh.
Then export the body as .obj, delete the body in Carrara and re-import the body .obj as a single mesh. That way I have the body as one piece to be rigged, and the eyes, etc. as separate meshes, so as to be able to animate them.
Lots of jumping through hoops, but well worth the effort for the quality of the figures.
