When a multi-qubit X gate is created by the .controlled method, it maybe automatically promoted to cirq.TOFFOLI gate which isn't supported by TFQ.

Minimal example:

import tensorflow_quantum as tfq
qbs = cirq.GridQubit.rect(4, 1)
circuit = cirq.Circuit(
    cirq.X.controlled(num_controls=3).on(*qbs)
)
try:
  layer([circuit])
except Exception as e:
  print(f"Exception:\n{e}")
# Pinrt:
# Exception:
# Cannot serialize op cirq.TOFFOLI(cirq.GridQubit(1, 0), cirq.GridQubit(2, 0), cirq.GridQubit(3, 0)) of type <class 'cirq.ops.three_qubit_gates.CCXPowGate'>

Currently, the work-around is to use cirq.ControlledGate(sub_gate=cirq.X, num_controls=3).on(*qbs) instead.
Similar problem happen to cirq.Z as well, which is promoted to cirq.CCZ.
Luckily, cirq.Y works because cirq.CCY does not exist.