Sessions work great, I use it all the time. AFAIK those "layers" were just a workaround as long as "real" tabs weren't available, and now are replaced with tabs, which work great. No wonder that still keeping old layer stuff creates a bit of a mess in the system
The last session is stored automatically, no need to do anything!
So guess you're probably rather looking for a way to open them ;-)
Just click on menu Sessions > Load Session > Previous Session
Or if you want the last session always open at browser start, then right-click on "home"-button > Start with Session... > Open at startup > Previous session