The typical way to do this is to create a management VRF. You would then inject routes for the management segments into each customer VRF (they would, of course, have to be non-conflicting with customer space, or you could use public address space). Then, configure a loopback address on each CE router and give it an address out of the management space. When exporting this route into MP-BGP, give it a route-target that is subsequently imported by the management VRF.
That way, the mangement VRF can be used to poll the loopbacks of all CE routers....
-- Loopback: 10.1.1.1/32
-- Customer routes: 192.168.1.0/24
-- exports CE1 loopback with the Mgmt RT
-- imports customer routes with the Cust RT
-- import routes with the MgmtSegment RT
On PE that is connected to management segmet:
-- import all routes bearing the Mgmt RT
-- export the management segment route with the MgmtSegment RT
What Martin meant was that you don't need the NMS VRF defined on PEs that do not have any interfaces in the NMS VRF but you could still export routes targetted towards the VRF NMS on those PEs. In the example you posted, you do indeed have to define the NMS VRF.
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