Do you think a new installation with fat /boot filesystem could solve the problem ? (except buggy USB u-boot boot support)
Maybe I could only do mkimage manually on fat /boot partition
Never worked for me, I'm afraid - but I think it was more an issue with talking to the usb devices properly than an issue with the fat support. Not sure, though, didn't spend much time on it.
Can I keep in NAND both uImage/uInitrd for HDD and NAND distros ?
I want to keep default guruplug-lenny on NAND and squeeze on HDD.
No, doubt that. But you could copy the modules from the NAND to your hdd/sdcard and just use the same Kernel and initrd for both. That *might* work - there is no warranty that it does, though.
Or copy the system from the NAND to a different partition/sdcard, then you have space in the NAND for more kernels...