Using ksh?
Once you set editor to vi:
command line:
set -o vi
or .profile
export EDITOR=/usr/bin/vi
or in .kshrc
export FCEDIT=/usr/bin/vi
You will see it work...You use Esc + \
(NB I mean type as if you wanted to print \, for me it would be Alt Gr + \, so You would have to first Escape by pressing Esc then the combination Alt Gr + \)