I found docs on running PRMan engine, but it's hard on linux.
Is there any solution for it and/or for Mental Ray and not so mind blowing?

They're not available in Houdini Apprentice. If you're interested in buying, I'm sure you can ask for an evaluation.

OK, aware of that, but still I doubt they'd give a proper support for running from Houdini if purchased.

Let me qualify that a bit. You still need your own mentalray or Renderman software regardless. What's disabled in Houdini Apprentice is the ability to output to those renderers. That is because there is no way to restrict these external renderers.

There was a thought to render different passes in different engines for further composition. Some with PRMan, some with MR, and some with Mantra.

I guess I'll have to wait for further development and integration…

Well, to get the watermark composited correctly for one, you will likely need to render from Houdini to the .picnc format and then composite your other non-Houdini rendered frames using Halo.

Then of course, there's the usual(?) slew of issues between compositing results between different renderers, and rendering scenes from different animation packages. I've never tried so I can't recommend anything.