could you process the produced texnansi-bh-lucida file? if so, lucida should work ok

Do you mean \loadmapfile[texansi-bh-lucida.map] ? If so, I already use \loadmapfile[ec-bh-lucida.map] (Lucida works well for my document) and according to http://wiki.contextgarden.net/Gnuplot section "More complex example with MetaPost" I have "to play with

set terminal
mp {fontname}

" !?

I have a working example with \setupGNUPLOT[method=mp,option="hlhr8r"] but the math gives CM... Moreover, how to deals $\vec{x}$ or \Milli \Meter for example ?

Renaud