Do you know which panes you want to close? If you do then you could use the GetPanes method to get all the panes, enumerate them to make a list of the ones to remove and then enumerate the list closing the panes you don't want around. Note, make sure you do not close the panes within the GetPanes enumeration since panes could be reparented during the close and that could cause you to miss panes or possible get into a bad state.

If you don't know which ones you want to remove then you could remove them all, listen to the InitializePaneContent event and hand back the ones that are needed by the layout being loaded. Here's a basic version:

  private static void CloseAndLoadLayout(XamDockManager xdm, string layout)
  {
   var closeProp = ContentPane.CloseActionProperty;
   var knownPanes = new Dictionary<string, ContentPane>();

   // since we're going to manipulate the panes we want to get a snapshot 
   // of the panes so we're using ToList
   foreach (ContentPane pane in xdm.GetPanes(PaneNavigationOrder.ActivationOrder).ToList())
   {
    // TODO - are there any panes you want to keep? e.g. ones that have 
    // their "IncludeInLayout" set to false?
    var oldCloseAction = pane.ReadLocalValue(closeProp);
    // temporarily change the close action to RemovePane so everything 
    // is removed and cleaned up
    pane.CloseAction = PaneCloseAction.RemovePane;
    pane.ExecuteCommand(ContentPaneCommands.Close);
    // restore the old value
    if (oldCloseAction == DependencyProperty.UnsetValue)
     pane.ClearValue(closeProp);
    else if (oldCloseAction is BindingExpressionBase)
     pane.SetBinding(closeProp, ((BindingExpressionBase)oldCloseAction).ParentBindingBase);
    else
     pane.SetValue(ContentPane.AllowCloseProperty, oldCloseAction);
    // figure out which you want to keep...
    if (!string.IsNullOrEmpty(pane.Name))
     knownPanes[pane.Name] = pane;
   }
   // listen for the InitializePaneContent event so we can give back the old panes
   EventHandler<InitializePaneContentEventArgs> handler = delegate(object sender, InitializePaneContentEventArgs e)
   {
    ContentPane oldPane;
    if (knownPanes.TryGetValue(e.NewPane.Name, out oldPane))
    {
     e.NewPane = oldPane;
     knownPanes.Remove(e.NewPane.Name);
    }
   };
   try
   {
    xdm.InitializePaneContent += handler;
    xdm.LoadLayout(layout);
   }
   finally
   {
    xdm.InitializePaneContent -= handler;
   }
  }