How to Configure Out of Band Management on MLNX-OS

I'm trying to setup Out Of Band management on a MLNX-OS based Mellanox switch

It seems by default the mgmt0-1 interfaces are in the same VRF as all other interfaces, and I assume I have to create a new VRF and put the management interface in it.

However this MLNX-OS documentation I found has only a small paragraph on VRF and I can't figure out how to set the mgmt interface into a specific VRF.
I suppose is it through a statement like:

   vrf definition management rd 10.12.15.73:0

but it doesn't work and I don't understand how the "rd" part works.

The switch is a MSN2700 with MLNX-OS version 3.6.3508.
The switch current configuration is:

##
## Running database "initial"
## Generated at 2009/10/25 02:22:29 +0000
## Hostname: SW2
##

##
## Running-config temporary prefix mode setting
##
no cli default prefix-modes enable

##
## Interface Split configuration
##
   interface ethernet 1/1 module-type qsfp-split-4 force
   interface ethernet 1/3 module-type qsfp-split-4 force
   interface ethernet 1/5 module-type qsfp-split-4 force
   interface ethernet 1/25 module-type qsfp-split-2 force
   interface ethernet 1/26 module-type qsfp-split-2 force

##
## Interface Ethernet configuration
##
   interface ethernet 1/1/1-1/1/4 speed 10000 force
   interface ethernet 1/3/1-1/3/4 speed 10000 force
   interface ethernet 1/5/1-1/5/4 speed 10000 force
   interface ethernet 1/17-1/18 speed 40000 force
   interface ethernet 1/32 speed 10000 force
   interface ethernet 1/1/1-1/1/4 mtu 9000 force
   interface ethernet 1/3/1-1/3/4 mtu 9000 force
   interface ethernet 1/5/1-1/5/4 mtu 9000 force
   interface ethernet 1/17-1/18 mtu 9000 force
   interface ethernet 1/25/1-1/25/2 mtu 9000 force
   interface ethernet 1/26/1-1/26/2 mtu 9000 force
   interface ethernet 1/17 switchport mode trunk
   interface ethernet 1/18 switchport mode trunk
   interface ethernet 1/25/1 switchport mode trunk
   interface ethernet 1/25/2 switchport mode trunk
   interface ethernet 1/26/1 switchport mode trunk
   interface ethernet 1/26/2 switchport mode trunk
   interface ethernet 1/32 description Uplink

##
## LAG configuration
##
   lacp

##
## VLAN configuration
##
   vlan 1047
   vlan 2014-2015
   vlan 3012
   vlan 1047 name "VDI-Client"
   vlan 2014 name "STOR1"
   vlan 2015 name "STOR2"
   vlan 3012 name "VMNet"
   interface ethernet 1/25/1 switchport trunk allowed-vlan none
   interface ethernet 1/25/2 switchport trunk allowed-vlan none
   interface ethernet 1/26/1 switchport trunk allowed-vlan none
   interface ethernet 1/26/2 switchport trunk allowed-vlan none
   interface ethernet 1/1/1 switchport access vlan 2014
   interface ethernet 1/1/2 switchport access vlan 2014
   interface ethernet 1/1/3 switchport access vlan 3012
   interface ethernet 1/1/4 switchport access vlan 3012
   interface ethernet 1/3/1 switchport access vlan 2015
   interface ethernet 1/3/2 switchport access vlan 2015
   interface ethernet 1/3/3 switchport access vlan 2015
   interface ethernet 1/3/4 switchport access vlan 2015
   interface ethernet 1/5/1 switchport access vlan 2014
   interface ethernet 1/5/2 switchport access vlan 2015
   interface ethernet 1/5/3 switchport access vlan 2014
   interface ethernet 1/5/4 switchport access vlan 2015
   interface ethernet 1/25/1 switchport trunk allowed-vlan add 1047
   interface ethernet 1/25/1 switchport trunk allowed-vlan add 2014-2015
   interface ethernet 1/25/1 switchport trunk allowed-vlan add 3012
   interface ethernet 1/25/1 switchport trunk allowed-vlan remove 1
   interface ethernet 1/25/2 switchport trunk allowed-vlan add 1047
   interface ethernet 1/25/2 switchport trunk allowed-vlan add 2014-2015
   interface ethernet 1/25/2 switchport trunk allowed-vlan add 3012
   interface ethernet 1/25/2 switchport trunk allowed-vlan remove 1
   interface ethernet 1/26/1 switchport trunk allowed-vlan add 1047
   interface ethernet 1/26/1 switchport trunk allowed-vlan add 2014-2015
   interface ethernet 1/26/1 switchport trunk allowed-vlan add 3012
   interface ethernet 1/26/1 switchport trunk allowed-vlan remove 1
   interface ethernet 1/26/2 switchport trunk allowed-vlan add 1047
   interface ethernet 1/26/2 switchport trunk allowed-vlan add 2014-2015
   interface ethernet 1/26/2 switchport trunk allowed-vlan add 3012
   interface ethernet 1/26/2 switchport trunk allowed-vlan remove 1

##
## L3 configuration
##
   vrf definition management
   vrf definition management rd 10.12.15.73:0
   ip routing vrf default
   interface vlan 1
   interface vlan 10
   interface vlan 1047
   interface vlan 3012
   interface vlan 1 ip address 10.12.99.43 255.255.255.248
   interface vlan 1047 ip address 10.11.47.254 255.255.255.0
   interface vlan 3012 ip address 10.10.47.254 255.255.255.0
   ip route 10.0.0.0 /8 10.12.99.41

##
## DHCP relay configuration
##
   ip dhcp relay instance 1 vrf default
   ip dhcp relay instance 1 address 10.10.47.1
   ip dhcp relay instance 1 address 10.10.47.2
   interface vlan 1047 ip dhcp relay instance 1
   interface vlan 3012 ip dhcp relay instance 1

##
## Network interface configuration
##
no interface mgmt0 dhcp
   interface mgmt0 ip address 10.12.15.73 /24

##
## Other IP configuration
##
   ip route 0.0.0.0 0.0.0.0 10.12.15.254
   hostname SW2
   ip domain-list mydomain.tld
   ip name-server xxx.xxx.xxx.xxx

##
## Other IPv6 configuration
##
no ipv6 enable

##
## Local user account configuration
##
   <stripped>

##
## AAA remote server configuration
##
<stripped>

##
## SNMP configuration
##
 <stripped>

##
## Network management configuration
##
# web proxy auth basic password ********

##
## X.509 certificates configuration
##
#
# Certificate name system-self-signed, ID *****************
# (public-cert config omitted since private-key config is hidden)

##
## Persistent prefix mode setting
##
cli default prefix-modes enable

So what is the proper way to configure OOB management on MLNX-OS?
Is it trough a VRF?
If so how can I assign mgmt0 to a specific VRF instance?

EDIT: opened a case with Mellanox, they confirm that by default the management interfaces are in default VRF (thus not OOB) and that I have to put them in a separate VRF. Still have to sort out with them how to do it.