NSX vxlan segmentation with ESG/DLR

Hi, Now you i'm going to try and ask here, since i did not recieve an answer over at vmware, so here it goes. So we run a basic datacenter setup, where each customer has their own firewall and a few vlans. So to make the things short, we want to run NSX with VXLAN and DLR/ESG. How do you guys make segmentation with VXLAN and DLR? I want to run BGP in the core, to route between the VTEPS and the ESG. But the only idea i can think of to keep each customer seperated, is to put each in their own VRF. What do you guys think, or is there even a better way to do this? Thanks!