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Platinum diselenide (PtSe2) is a promising two-dimensional (2D) material for the terahertz (THz) range as, unlike other transition metal dichalcogenides (TMDs), its bandgap can be uniquely tuned from a semiconductor in the near-infrared to a semimetal with the number of atomic layers. This gives the material unique THz photonic properties that can be layer-engineered. Here, we demonstrate that a controlled THz nonlinearity - tuned from monolayer to bulk PtSe2 - can be realised in wafer size polycrystalline PtSe2 through the generation of ultrafast photocurrents and the engineering of the bandstructure valleys. This is combined with the PtSe2 layer interaction with the substrate for a broken material centro-symmetry permitting a second order nonlinearity. Further, we show layer-dependent circular dichroism, where the sign of the ultrafast currents and hence the phase of the emitted THz pulse can be controlled through the excitation of different bandstructure valleys. In particular, we show that a semimetal has a strong dichroism that is absent in the monolayer and few layer semiconducting limit. The microscopic origins of this TMD bandstructure engineering is highlighted through detailed DFT simulations and show that circular dichroism can be controlled when PtSe2 becomes a semimetal and when the K-valleys can be excited. As well as showing that PtSe2 is a promising material for THz generation through layer controlled optical nonlinearities, this work opens up new class of circular dichroism materials beyond the monolayer limit that has been the case of traditional TMDs, and impacting a range of domains from THz valleytronics, THz spintronics to harmonic generation.