According to this site https://opencomputeproject.github.io/onie/design-spec/discovery.html#onie-dhcp-requests
The ONIE installers should request a Default-URL to install the software. When I look in wireshark at the request done by the ONIE installer I don's see it. As a result my DHCP server doesn't reply with it and the installation fails.
At this moment I don't have access to a hardware ONIE box so I am unable to verify it there.