3 quick things:
You can extend the String module with a “reverse” method since string implements Seq:
module String =
let reverse (s : string) =
new string(s |> Array.of_seq |> Array.rev)

Then your reverse method can be written more concisely:
let reverse (n : Math.BigInt) =
n |> string |> String.reverse |> bigint.Parse

Also, for the filter at the end, you can just write it as:
|> Seq.filter isLychrel