I’ve noticed that they omitted the panel for curve visualization, which is controlled by the node modifiers in Blender’s new hair system.
Without that essential panel, you automatically create particles as a finite spline and, if you want to have an approximation of how it will look in the render while working on the hairstyle, you have to go to Cycles, set this value, and then go back to V-Ray. I think this is not a minor issue, and I suggest adding it to Globals with a Curves sub-tab.

