the MWG virtual Appliance behaves like a virtual Machine running under CentOS Linux, so there is nothing special to it. If You have the recomended settings for MWGs on the virtual Machine (see MWG installation guide), there should be no problems in terms of VMWare.
We have several MWGs running on VMWare and encountered no problems with vMotion or vSphere HA so far.
Best regards Marcus
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