Hi Boris,
Welcome to the community. Here are some answers fro your questions.
I think this (SD-Boot) is officially supported - correct?
Yes.
See this link to find out answers regarding ESXi installation on SD card
some more links that will help
configuration - Pros and cons of installing ESXi on a SSD vs USB flash drive? - Server Fault
http://www.vreference.com/2011/02/10/stateless-diskless-and-feckless/