I also couldn't live without Vray HDRI first because of the easy gamma adjustment, but in Corona I found there is a better\more flexible solution to this.
Put a corona color correct map in the environment slot and instance drag it into the mat editor. Now you can load a HDRI with a Corona bitmap shader and voila, easy adjustable gamma correction and several other options too.
Perhaps you now don't need to shuffle between Vray and Corona anymore :)