Established connections will drop during the update, this can't be circumvnted. But I think this was also the case in MWG 6.
As VRRP is used in Proxy HA the changes should apply rapidly, so in case you upgrade one and it goes down, the other one should be able to immediately pick up the traffic. However, you can as well set the offline by making appliances 'just' a Proxy and therefore remove them for HA.
Michael Schneider Lead Product Manager for Web Protection (•‿•)