Nikon Df - Manual (Page 319)

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Save the overlay.
Press J while the preview is
displayed to save the overlay.
After an overlay is created, the
resulting image will be
displayed full-frame in the
monitor.
D
Image Overlay
Only NEF (RAW) photographs with the same image area and bit depth
can be combined.
The overlay has the same photo info (including date of recording,
metering, shutter speed, aperture, exposure mode, exposure
compensation, focal length, and image orientation), and values for
white balance and Picture Control as the photograph selected for
Image 1. The current image comment is appended to the overlay when
it is saved; copyright information, however, is not copied. Overlays
saved in NEF (RAW) format use the compression selected for Type in the
NEF (RAW) recording menu and have the same bit depth as the
original images; JPEG overlays are saved using size-priority
compression.