In the talk we show the process of modeling complete physical properties of VCSELs and we present a step-by-step development of its complete multi-physics model, gradually improving its accuracy. Then we introduce high contrast gratings to the VCSEL design, which strongly complicates its optical modeling, making the comprehensive multi-physics VCSEL simulation a challenging task. We show, however, that a proper choice of a self-consistent simulation algorithm can still make such a simulation a feasible one, which is necessary for an efficient optimization of the laser prior to its costly manufacturing.