Our linear workflow involves the following:
Render Settings → Vray Common
→ “Convert image to sRGB for RenderView” CHECKED
Render Settings → Vray
Dark Mulitplier : 1
Bright Multiplier: 1
Gamma : 2.2
Affect Background → CHECKED
Subpixel Mapping → off by default, but check if needed
Don´t affect Colors → CHECKED
Linear Workflow → NOT CHECKED!
Furthermore activate the little sRGB Button in the vray framebuffer and for the Maya Render View go to Display and activate 32Bit floating point HDR (maya restart required)
Output-Format OpenEXR of course.
For the diffuse colors (if not pure colors) use a gamma correct node with 0.455 0.455 0.455
for diffuse texture files activate texture input gamma in attribute editor → attributes → Vray → “Texture input Gamma” leaving the values at default
We do not correct bump, reflection, refraction etc. colors + textures.
HDRs+EXR aren´t corrected either of course.
If u use a 8bit image in the background slot of the vray environment it needs correction as well.
Our compositing department so far never complained about the output files not being linear 
Hope I didn´t miss anything.