Why limit ourselves to the observation of Supernovae to detect gravitational lensing caused by these primordial black-holes (BH)?

We don't. We use also constraints from gamma-rays derived from black holes evaporation, micro and femto-lensing, white-dwarf explosions, neutron-star capture the CMB, etc. All constraints put together allows to derive the current exclusion. What was interesting is that the less constrained region was the one potentially targetable by the supernovae.

Also, if dark matter is made of undetected black holes, how to explain its distribution? Black holes emit energy (Hawkins radiation), and also interact gravitationally. Wouldn’t they end up forming a disk around the galaxy instead of a Halo? (In the WIMPS hypothesis, the fact that we have a Halo around galaxies is that WIMPS do not interact much with matter and themselves).

Very succinctly, there are models with some PBH distributions that explain the observations. Those distributions involve halos. As this is not my field of expertise, I prefer to refer to this.

Actually my gut feeling tells me that there must be some undetected rogue black holes out there. I would tend to consider these as MACHOS (i.e. undetected normal matter). And these would account for a fraction of what is called dark matter, but this fraction would be in my humble opinion very small.

The first study proved that DM cannot be entirely made of PBH. In contrast, the second study exhibits errors made in the first and show that even if purely PBH-made dark matter was super-constrained, this was still allowed.