Update 15 June 2016 –
I have a new post up that updates this information with the latest in VRay 3.0!
Update 12 November 2013 –
There’s a collection of settings in the VRay RT parameters tab (change renderer to ActiveShade mode first, which brings up the tab you need, then switch back to Production render when you’re done) that controls whether things like XRef scenes and proxies are exported. Enabling these makes a huge difference in how useful this cross-platform rendering method can work.