According to the pygame documentation at

• http://www.pygame.org/docs/ref/sprite.html#pygame.sprite.LayeredDirty

pygame provides a LayeredDirty group for sprites. This is handy for sprites that do not move around a lot and don't need to be redrawn every frame.

Sadly i am not able to understand how to change the layer of a LayeredDirty sprite after it's creation…

The only way to assign o layer to a sprite DirtyLayered sprite group is to watch the order of creating those sprites.

LayerdDirty works best with DirtySprites, a subclass of Sprites:

pygame.sprite.DirtySprite
a more featureful subclass of Sprite with more attributes
pygame.sprite.DirtySprite(*groups): return DirtySprite
None	
Extra DirtySprite attributes with their default values:

dirty = 1

    if set to 1, it is repainted and then set to 0 again
    if set to 2 then it is always dirty ( repainted each frame,
    flag is not reset)
    0 means that it is not dirty and therefor not repainted again
blendmode = 0

    its the special_flags argument of blit, blendmodes
source_rect = None

    source rect to use, remember that it is relative to
    topleft (0,0) of self.image
visible = 1

    normally 1, if set to 0 it will not be repainted
    (you must set it dirty too to be erased from screen)
layer = 0

    (READONLY value, it is read when adding it to the
    LayeredRenderGroup, for details see doc of LayeredRenderGroup)

Also see schwarzweiss game for an example of how to use LayeredDirty sprite group.