Hi Bernd,
There are two approaches how to get along with VLANs upon authentication. One is to configure default role VLAN or entire VLAN Egress list for a role, second is to use RFC 3580. The former needs just policy (role) name within policy mappings, the latter needs just VLAN ID within policy mappings (yes, you can combine both depending on switch vendor/capabilities you have).
If you plan to use RFC 3580 apart from Policy feature, policy mapping approach should also be alright (but just for a single VLAN, not an entire list if you want e.g. to prepare authenticated AP to serve its clients - this is feasible with role's VLAN Egress list). However, make sure that your switch is added to NAC Appliance with correct "RADIUS attributes to send" option (legacy GUI here but take a look: https://emc.extremenetworks.com/content/nachelp/docs/nac_at_edit_switch.html).
If it is set to RFC 3850 or some combination of RFC 3580 and else, you can easily confirm with tcpdump on NAC appliance that relevant RADIUS attributes are sent to the switch and if there are those three Tunnel attributes but it's still not working, I would go back to look at the switch config.
Hope that helps,
Tomasz