Well Bruno, there is one CMM software that works internal in CADKEY and hooks directly to your CMM. its name is RevEng. The beauty of this package is that it allows for full surface editing, feature trimming, feature editing all at your CMM data collector. You can export IGES, DXF, DWG or Step files all in a full surface or solid, and have a virtually nominal CAD model created before file is even sent to engineering.
The software also does inspection, surfinspect, it's surface inspection option allows actual surfaces to be com paired to nominal. If reverse engineering is your need , this by far is the most powerful package I have seen.
Rich