There appears to be a bug with this type of test environment where no UUID is assigned to any of the disks you add to your guest. To fix this you must edit the virtual machine's VMX file and add the following line to the end of the file:
Once you do that, save the file and restart your NAS. You will now see the disks have been detected.
It is no joke either that their support forum is very responsive and helpful! Even with this minor issue, this still is the easiest and quickest NAS solution out there without spending a fortune. The update subscription service is also very reasonably priced and if I ever use this in production I will be signing up.
My original report: https://forum.rockstor.com/t/cannot-add-disks-vmware-workstation-demo-environment/2662