I just dealt with this same question, it’s not quite clear in the documentation:
Check out the attached - you need to enable an “additional post process material” in the Deferred Rendering settings.
Then, in Output under “File Name Format” make sure to use the {render_pass} keyword somewhere in the filename, for example: “{render_pass}.{frame_number}”
Also facing some issues with render passes and EXR’s at the moment (might be a bug).