like vmroyale said quick should be fine.
this is really a os issue not a vmware one, reason being if the vmdk is eagerthick or thin, the os doesnt know.
they only way it would be aware of the actual disk would be if it were a RDM
see the link for quick format vs full
If you choose the Quick format option, format removes files from the partition, but does not scan the disk for bad sectors. Only use this option if your hard disk has been previously formatted and you are sure that your hard disk is not damaged.
http://support.microsoft.com/?kbid=302686
but since its a vmdk you wont find , or shoudlnt, bad sectors anyway