Agora estou usando estrutura assim: Appender:

<RollingFile name="user.log" append="true" fileName="users/%MDC{USERNAME}.txt"
                 filePattern="users/archive/%MDC{USERNAME}-%d{MM-dd-yyyy}-%i.txt.gz">
        <PatternLayout pattern="%-5p %d{MMMM-dd HH:mm:ss} %X: %c - %m%n"/>
        <Policies>
            <TimeBasedTriggeringPolicy/>
            <SizeBasedTriggeringPolicy size="50 MB"/>
        </Policies>
    </RollingFile>

Logger:

    <appender-ref ref="user.log">
        <ThreadContextMapFilter onMatch="ACCEPT" onMismatch="DENY" operator="or">
            <KeyValuePair key="USERNAME" value="%X{USERNAME}"/>
            <KeyValuePair key="IP" value="%X{IP}"/>
        </ThreadContextMapFilter>
    </appender-ref>

Mas não funciona com chaves MDC. Como eu poderia usar as chaves do MDC em xml para configurar o RollingFileAppender?