Here's how I handle SQL backups:
1. Snapshot the whole server with VDR once at the start when it isn't being used (this gives you a starting point to recover from without any risk of data or log loss)
2. Use a SQL maintenance plan to backup the databases to another VMDK on an ongoing basis (daily or hourly or whatever).
3. Then use VDR to backup only this VMDK ongoing.
This way you never have issues with backups as you are only snapshotting static data. The only catch is that a restore will be a three step process as well, but this I can live with this for the sake of easy backups.
I currently working on a way to do this with Exchange, and I think the easiest way will be to do the same but use Windows backup to create backups to another volume, then only snnapshot that volume on an ongoing basis.