I think I actually have ir working!!! 
I found that to recover I need to use save set recover because I specified 
*FULL* in my save set.  
I created and alias for my VCB Proxy and a client that specifies 3 VMs
VM:vmname1:*FULL*
VM:vmname2:*FULL*
VM:vmname3:*FULL*
The backups work, but the save set recover shows 3 save sets, but I don't know 
which save set belongs to which VM.

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