I've always stored my VM's outside of the pool. I don't think duplicating the VM's will work properly and never liked the idea of doing that on running VM's. You could always store them on the same drives just outside of the pool. I didn't do this though as I didn't want the VM's to affect the speed in any way.
However, I recently purchased some SSD's and just added those to my server and put the VMs on them directly and totally separate from the pool. The speed increase I get from those is well worth the extra money.