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The effect of confinement on the phase behaviour and structure of fluids made of biaxial hard particles (cuboids) is examined theoretically by means of Onsager second-order virial theory in the limit where the long particle axes are frozen in a mutually parallel configuration. Confinement is induced by two parallel planar hard walls (slit-pore geometry), with particle long axes perpendicular to the walls (perfect homeotropic anchoring). In bulk, a continuous nematic-to-smectic transition takes place, while shape anisotropy in the (rectangular) particle cross-section induces biaxial ordering. As a consequence, four bulk phases, uniaxial and biaxial nematic and smectic phases, can be stabilised as the cross-sectional aspect ratio is varied. On confining the fluid, the nematic-to-smectic transition is suppressed, and either uniaxial or biaxial phases, separated by a continuous transition, can be present. Smectic ordering develops continuously from the walls for increasing particle concentration (in agreement with the supression of nematic-smectic second-order transition at confinement), but first-order layering transitions, involving structures with n and n + 1 layers, arise in the confined fluid at high concentration. Competition between layering and uniaxial-biaxial ordering leads to three different types of layering transitions, at which the two coexisting structures can be both uniaxial, one uniaxial and another biaxial, or both biaxial. Also, the interplay between molecular biaxiality and wall interactions is very subtle: while the hard wall disfavours the formation of the biaxial phase, biaxiality is against the layering transitions, as we have shown by comparing the confined phase behaviour of cylinders and cuboids. The predictive power of Onsager theory is checked and confirmed by performing some calculations based on fundamental-measure theory.