Exchange deserves its own level of caution..... are you also changing storage frames in the process?
Because of the performance issues with exchange, DAGs and high perf SQL on frames, we found that investing in Storage Foundations gave us a lot of flexibility.
Thinking out loud here, you probably want to keep the pRDMs for performance reasons however the local system partitions hopefully are vmdks and the data volumes are pRDMs,
I'd want to have a back-out plan in case your vhardware\tools upgrades go bad consider this.
add 7 pRDMs in vmfs to your existing dags, create mirror for your drives...hopefully the partitions are already dynamic and let them replicate and build the mirrors. Hell you could even mirror to vmdks.
On go night set all your svcs to manual using msconfig, then shut down the server (Make sure you document the complete configuration of your server, pointers and devices)
Clone your existing server or copy the VMDKs to the new storage. Move the pRDM copy LUNs to the target New VMs Configuration, choose "you copied the files" on boot and rename the vm then straighten out your Volumes (import Disk etc.) insuring correct paths.
Once all is up then upgrade your tools then hardware.
Test (Beware of mac issues) and if all goes well you're done...if it doesn't, shut it down then power up the original box and plan accordingly.
Put it in a lab and test out, read up on MS Software Mirroring
Hope this helps..good luck
DGN