For creating a gradient for importing take a look at this thread
If you are talking about adjusting the depth of an object after it has been imported / created in easel there is a window that will appear when a object (or group of objects) is selected. It will have two tabs “Cut” and “Shape”
Cut: You can move the slider or type a number in the box. This will change the objects color and therefore its depth. It also lets you select the cut strategy, Outline (On Path, Outside, Inside. with Tabs? or Fill)
Shape: This lets you adjust the object Position, Size, and Mirroring.
The object on top will take precedence over the object below it. So moving things up and down will affect how it carves.
For your project I am assuming you will want to carve outline, on the path.
If you are using a ball nose bit whose radius equals the curve of your maze lines you should not need to worry about making the curve depths in easel. Just do a flat line and let the shape of the ball nose bit create the curve. (does that make sense?)
I am not sure what this process is called. I have always referred to is a “V-Carving”, and by that I mean: “using a shaped bit to add geometry to a carve that is not present in the print file”.