I found the answer lately while messing around with Ubuntu. It seams like we're able to bind existing folders to other area of the file system and thus, trick VMware Workstation to think that all virtual machines are in the same location.
Here's the step by step to solve the problem:
1- Take a look at the shared directory location already configured. To do this, open VMware Workstation -> Edit -> Preferences, then click on the "Shared VMs" menu at the left. Adjust all settings to your needs.
2- Before closing VMware Workstation, remove all virtual machines from your library (DO NOT DELETE FROM DISK, just remove from library, you will understand later). Close VMware Workstation, then, open a terminal and edit /etc/fstab.
3- Add lines like these:
/HDDs/sdb2/vm1 /home/name/VMs-Shared/vm1 ext4 bind 0 0
/HDDs/sdb2/vm2 /home/name/VMs-Shared/vm2 ext4 bind 0 0
/HDDs/sdc1/vm3 /home/name/VMs-Shared/vm3 ext4 bind 0 0
4- Restart your system or use the following command line:
sudo mount --bind -a
Please be advice I'm not sure if this is working, I haven't tested this command for a long time. If you're not sure, just restart the system.
5- Open VMware Workstation and open all virtual machines from the Shared location (VERY IMPORTANT). Since all VMs are open in the proper location, you just need to right click on a virtual machine -> Manage -> Share. A wizard will open, just click Next and Workstation should tells you it's already ready to be shared (no move operation needed or anything else like this).
From on now, enjoy features related to the "sharing" system. You'll be capable to auto start VMs on host startup and manage then remotely.
Hope it helps!