Okay, so I've been manually backing up each VM, then scp'ing to the NAS storage, then deleting the VM, then backing up the next VM.
VM 163 gives an error:
INFO: status: 63% (20609499136/32212254720), sparse 13% (4428292096), duration 142, 124/117 MB/s
lzop: No space left on device: <stdout>...