Not that I know of. I think it is a safety feature in the software. There might be some work arounds, although they might be as much of pain as using cutting single. You could translate the line - in Z and join every other end. Changing the kind of line, from a solid to a long dashed line will use youi Z pierce feedrate.
If you want more help with BCC there is a BobCad support forum and the guys at
That is Sorin's free site. He travels and does the training for BobCad