"Just to let you know" is better because it's more formal, but if you're writing a lot of emails to him you can probably relax and just write "FYI". 

It depends on the company culture. If you are on relaxed first-name terms with your boss, the atmosphere at your workplace is informal and you exchange a lot of information with him/her via email, then it's fine to use this abbreviation. Otherwise, it might be wise to use a more formal expression.

Agree with Mike.