We report on a simple method for the collective fabrication of polymer tunable microlens arrays suitable for VCSEL active beam shaping. Its principle is based on a SU-8 suspended membrane, surmounted by a polymer microlens, and thermally actuated to achieve a vertical displacement of lens plane. SU-8 resist presents many advantages for MOEMS fabrication, as this resist allows for high aspect ratio patterns and high transparency. In addition, it exhibits a thermal expansion coefficient suitable for thermal actuation. Moreover, this kind of polymer MOEMS can be fabricated on VCSEL arrays with footprints as low as 500x500 µm² enabling a rapid, low cost and wafer-scale integration technology. We have successfully fabricated this MOEMS on a glass substrate by means of a SU-8 double exposure method and we report on a vertical displacement of 8 µm under an applied power of 43mW (3V). A good agreement with the theoretical thermo-mechanical behavior is found. Moreover, optical measurements of microlens focus displacement under actuation are presented. We evaluate analytically the focus properties of the system under coherent laser illumination, using the classical ABCD matrix formalism of Gaussian transformation optics. The same approach enables one to assess its tolerance to opto-geometrical parameters, such as refractive index or dioptre curvature. As a wide range of initial gaps between the membrane and the substrate can be chosen, this MOEMS technology opens new insights for dynamic control of VCSEL beam or for tunable VCSELs fabrication.