Explanation
According to the VMware NSX Documentation, these are the two places where you need to configure the VLANs used in VRF Lite:
Uplink trunk segment: This is a segment that connects a tier-0 gateway to a physical network using multiple VLAN tags. You need to configure the VLAN IDs for each VRF on this segment.
Uplink interface of the VRF gateway: This is an interface that connects a VRF gateway to an uplink trunk segment using a specific VLAN tag. You need to configure the VLAN ID for each VRF on this interface.