Dec 31st 2017... You'd think I'd have something better to do rather than update this thread.
I have upgraded to VMWare Fusion v10.1.0, updated the VMWare Tools to the following:
C:\Program Files\VMware\VMware Tools>VMwareToolboxCmd.exe -v
10.2.0.7047 (build-7259539)
I then tested saving both an Excel 2016 spreadsheet and a Visio 2016 diagram to a drive shared from Mac OS X to the Windows 10 VM via VMWare Fusion and both flies saved successfully, so looks like VMWare finally sorted this issue. Took a bit of time though...