Probably the topic was too broad,

I think I got a partial solution and here you have a partial reply:

To my understanding, when using OpenGL and EGL there are two common scenarios:
* The provider for both GL and EGL is mesa: that works fine in our case
* The provider for GL is mesa (specifically mesa-gl) and the provider for EGL is a GPU user space module (in our case ti-sgx-ddk-um): that at the moment is giving some bitbake errors due to a conflict. Indeed both mesa-gl and ti-sgx-ddk-um provide the header khrplatform.h and the library libglapi
Since my goal is to use the GPU provided by the am335x SOC I have to focus on the second one.

To setup the second scenario in a .conf file we have to set:

IMAGE_INSTALL_append = " ti-sgx-ddk-km ti-sgx-ddk-um libdrm"
PREFERRED_PROVIDER_virtual/egl = "ti-sgx-ddk-um"
PREFERRED_PROVIDER_virtual/libgles1= "ti-sgx-ddk-um"
PREFERRED_PROVIDER_virtual/libgles2 = "ti-sgx-ddk-um"
PREFERRED_PROVIDER_virtual/libgl = "mesa-gl"
PREFERRED_PROVIDER_virtual/mesa = "mesa-gl"
PREFERRED_PROVIDER_libgbm = "libgbm"
PREFERRED_PROVIDER_libgbm-dev = "libgbm-dev"

Moreover, since TI provides its own version of libgbm, in a mesa-gl_%.bbappend we set

PACKAGES_remove = "libgbm"
PACKAGES_remove = "libgbm-dev"
EXTRA_OECONF_remove = "--enable-gbm"

(Reference Automotive Grade Linux ( https://gerrit.automotivelinux.org/gerrit/gitweb?p=AGL/meta-agl.git;a=blob;f=meta-agl-bsp/meta-ti/recipes-graphics/mesa/mesa-gl_%25.bbappend;h=a5a69513ab927aa054d358aa699845fc435012a6;hb=HEAD) ) )

This way the "providers should be set up properly" but unfortunately (depending on the openembedded-core we are using) we could get the error:
" file /usr/include/KHR/khrplatform.h is installed by both ti-sgx-ddk-um and mesa-gl, aborting "

This seems to be caused by mesa commit 87c156183 ( https://lists.yoctoproject.org/g/meta-ti/topic/build_core_image_weston_for/87c1561 ) that installs the header khrplatform.h even when mesa should provide only opengl.
In other BSP layers the issue has been fixed preventing the GPU module to install the header (See meta-xilinx ( https://www.yoctoproject.org/pipermail/meta-xilinx/2019-November/004555.html ) ).
I don't know if it is the proper solution, but I tried to implement it and I patched the Makefile in omap5-sgx-ddk-um-linux, results:
- The error related to khrplatform.h is gone
- I get another similar error about libglapi.so being installed by both ti-sgx-ddk-um and mesa-gl. Should I disable its installation too? Not sure...

Any suggestion?

Regards
Luca