Cubes are a recent adding in GMT. xyz2grd cannot deal with the yet. The only solution with pure GMT is to create level grids with xyz2grd and stack them together with grdinterpolate
A non-pure solution is to use the Julia wrapper. I recently added the xzyw2cube() function that manages to guess the xyz data layout (there are several possibilities) and create a cube grid that can later be processed by grdinterpolate or the the Julia function cubeslice