Christian Mohn writes about his challenge with VMware Data Recovery (VDR) and orphaned snapshots:

I recently visited a client who had problems with their  VDR appliance, and every attempted backup left orphaned snapshots behind. By default VDR has a retry interval of 30 minutes for failed backups (BackupRetryInterval=30 in datarecovery.ini), before it times out. In the space of 30 minutes, VDR did 30 backup attempts, effectively creating 30 orphaned snapshots each time a backup was attempted. One of the affected VMs had over 300 delta files accumulated over a fairly small timeframe.

For the solution look at vNinja.net