Auto last hop will definitely take care of all reply traffic, but anything originated by the servers would be subject to be routed by the system. That would most likely require route domains configured without a parent domain, and strict isolation per VRF.
This does assume that you want the F5 to be inside of the security zone for each VRF. You could also do your load balancing outside of those VRFs, and allow the load balancer to communicate into the security zone to the server. This would require the use of SNAT, and some firewall admission.
A third option would be to use VCMP to host separate BigIP instances per VRF. You may not have hardware capable of doing this, but depending on the requirement you are looking to fulfill could be a viable option. I added this in case others are looking to do something similar, but have a clean slate to work with.
CW