Ultrasound mid-air haptic (UMH) devices are promising for tactile feedback in virtual reality (VR), as they do not require users to be tethered to, hold, or wear any device. This approach is less cumbersome, easy to set up, can simplify tracking, and leaves the hands free for concurrent interactions. This chapter explores work conducted at CNRS-IRISA dealing with the challenges arising from the integration of UMH interfaces in immersive VR through three main axes. These are discussed in the wider context of the state-of-the-art on UMH for augmented and virtual reality, and illustrated through several VR use-cases. A first axis deals with device integration into the VR ecosystem. Interaction in immersive VR is based on the synergy between complex input devices allowing real-time tracking of the user and multimodal feedback devices delivering a coherent visual, auditory and haptic picture of a simulated virtual environment (VE). Using UMH in immersive VR therefore hinges on integrating UMH devices such that their operation does not interfere with other input and feedback devices. It is also critical to ensure that UMH feedback is adequately synchronised and co-located with respect to other stimuli, and delivered within a workspace that is compatible with that of VR interaction. Regarding this final point, we propose PUMAH, a robotic solution for increasing the usable workspace of UMH devices. The second and third axes, respectively, focus on stimulus perception and rendering of VE properties. Virtual object properties can be rendered in a variety of ways, through e.g. amplitude modulation (AM) or spatio-temporal modulation (STM), with many parameters (modulation frequency, spatial sampling, etc.) coming into play, raising questions about the limits of the design space. To tackle this challenge, we begin by conducting psychophysical experimentation to understand the usable ranges for stimulus parameters and understand the perceptual implications of stimulus design choices. We propose an open-source software framework intended to facilitate UMH stimulus design and perceptual evaluation. These results in turn serve as the basis for the design and evaluation of rendering schemes for VR. Using amplitude variations along a focal point path in STM, we investigate the possibility of rendering geometric details and in a second step, sensations of stiffness in VR.