Just found how to make my own Vray material preview model. Normal the material previews look kinda rubish regarding reflections, as they all use 8bit images for the reflection image, and the image is usually rubish. No good for determining your real specular.
Below, the first is a normal material preview, and the 2nd is my one using my own HDRI for reflection. Exactly same material... honest!
And I made one with a grid behind it, possibilities are endless. Should make one for testing SSS materials too with a backlight behind a cube
And another tip, shift drag in the material preview an it rotates the object.
Finally useful material previews! Tadda!
The material preview files are stored next to Cinema 4D in It's Library/Material Previews/ folder
You need to edit/duplicate Object 01, I just inserted a large Sphere, inverted It's normals and put a VRAY material on it with a HDR in the luminance channel. It must be a Vray material not a C4D one. Be carefull what changes you make as it can crash Vray in some cases at with with C4DR10. Also make sure that HDRI image you use is locally referenced/next to the file or in your Tex folder.