Just for everyone's reference, this is the list of Mellanox modules I've got on my ESXi 6.0U2 hosts (this is including MFT, which is only needed for firmware flashing):
net-ib-cm 1.8.2.5-1OEM.600.0.0.2494585 MEL PartnerSupported 2017-01-07
net-ib-core 1.8.2.5-1OEM.600.0.0.2494585 MEL PartnerSupported 2017-01-07
net-ib-ipoib 1.8.2.5-1OEM.600.0.0.2494585 MEL PartnerSupported 2017-01-07
net-ib-mad 1.8.2.5-1OEM.600.0.0.2494585 MEL PartnerSupported 2017-01-07
net-ib-sa 1.8.2.5-1OEM.600.0.0.2494585 MEL PartnerSupported 2017-01-07
net-ib-umad 1.8.2.5-1OEM.600.0.0.2494585 MEL PartnerSupported 2017-01-07
net-memtrack 1.8.2.5-1OEM.600.0.0.2494585 MEL PartnerSupported 2017-01-07
net-mlx4-core 1.8.2.5-1OEM.600.0.0.2494585 MEL PartnerSupported 2017-01-07
net-mlx4-ib 1.8.2.5-1OEM.600.0.0.2494585 MEL PartnerSupported 2017-01-07
net-mst 4.5.0.31-1OEM.600.0.0.2494585 MEL PartnerSupported 2016-12-06
scsi-ib-srp 1.8.2.5-1OEM.600.0.0.2494585 MEL PartnerSupported 2017-01-07
mft 4.5.0.31-0 Mellanox PartnerSupported 2016-12-06
Also, and this is important, if you want to use 4K MTU, you need to set the following parameters on the ESXi hosts (reboot is necessary):
esxcli system module parameters set -m mlx4_core -p='mtu_4k=1'
Then, any virtual switch and VMkernel adapter associated with Mellanox NICs can have MTU set to 4092. Same applies to virtual NICs of VMs connected to this switch.
If you don't do this and have MTU4K enabled in your SM config, you ESXi hosts won't connect!