Good news. Procedural bump is coming to V-Ray RT GPU with next service pack and it’s looking great.
For now only “Noise map” is available from procedural XYZ noises, but combined with mapped gradient ramp, output map, mix and composite I was able to get broad range interesting shaders. Hopefully more types of noises will be added soon.
From technical stand point they seem to be sampled very well. I was worried that it may slow down rendering, but that wasn’t an issue. Also it’s important to use VRayColor2Bump, otherwise things won’t work correctly.