Assuming you are connecting to the ESXi VM from Workstation Pro 12.x/14.x, you should be able to "Power on to Firmware".
Prerequisites are: the VM needs to be created with EFI/UEFI (not BIOS) and you need to add a USB controller to it.
After you select "Power on to Firmware" of the VM inside the ESXi VM; connect the bootable USB to the VM. Enter setup and "Configure boot options" and "Add boot option" and add the USB device. You will see a bunch of PCI gibberish and you should just add the one with USB. At the moment I don't have patience/time to type all the details for you.
I was able to boot from a bootable Ubuntu 16.04 USB from a VM inside a ESXi 6.5 (which is a VM in Workstation Pro 12.5.9) with the method that I just described above.