Hello all!
I have one AP with two wlan's. At wlan1 connected 411, over it - server. At second - CPE 133c.
Server (ROS) have vlan1 (101) on ehternet interface. User connected to CPE via ehternet - untagged.

Where I need set vlan interfaces that this vlan-per-cpe will work ?

On the CPE add vlan101 to wlan interface. In bridge add ports: ether1 and vlan101.

On AP I don't need have vlans?

Yes, on AP U don't need vlans.

You don't need VLANs if you are transparently bridging the wireless.

On AP I have bridge withh wds links to client-cpe's and server-cpe.