Everything works and the LUN is picked up when I install ESXi, but upon reboot it asks "to Insert Boot Media in selected Boot device...bla...bla..", I did check the boot policy and all seems ok.......
i am not familiar with UCS servers, but on regular servers during POST ..you can select to go into HBA BIOS and configure your boot LUN.
This is generally related to Boot Config in Service Profile.
Considering the zoning I suggested, your blade has 4 paths to the Storage. 2 using SPA and 2 using SPB
Check what is the SP that own the LUN. Let's presume you configured as SPA.
Your boot configuration must have 2 boot options:
vHBA0 booting SPA - Port 0 WWN
vHBA1 booting SPA - Port1 WWN
Also make sure you configure BOOT LUN ID correclty. This should be the HOST LUN ID number in the VNX. The same LUN can have various Host Lun ID depending on the order you add the LUNs to the Storage Groups.