Only to keep things as together as possibile, using the 2 (actually 3) vrf’s on the WAN side I had issues with DNS resolving and - consequently - with NTP synchronization.
Since I wasn’t able to find a solution/workaround (very likely they exist, but I couldn’t find them) I tried reversing the approach, using a single vrf on the LAN side, putting the three same IP outbound interfaces on the “main” router using the % addressing.
I posted the setup on my "caveman’ thread here:
http://forum.mikrotik.com/t/attempting-to-evolve-from-cavemans-failover/170048/1
It seems to be working just fine in GNS3 but I still have to test it in the real world.