Thanks, sounds good I noticed them getting inserted in to the scene at render time. I think it would work if I set Lightmix to 'individual lights' but obviously that wouldn't be much help.
As an aside, can you tell me what you mean by 'native light instancing' in Vray? Is this different to what Vray uses for adaptive lighting, where it culls the effect of close instanced lights that cross over each other? (laymans understanding here)