Apparently they don’t. Tried a couple and always got a similar error message:
B:\\Material\\OSL\\BlackBody.osl:17: error: Syntax error: syntax error
[OSLIntegrator::compileOSLShaderToOSO] Could not compile shader B:\Material\OSL\BlackBody.osl (OSL to OSO)
Hm, I didn’t think about that… As I said, we are working on this and things should be a lot better for the final V-Ray Next release. We are basically going through all the supplied shaders to make sure they render.