Due to the performance hit while zeroing mentioned in the Thin Provisioning Performance white paper this article in the VMware knowledge base could be of some good use.
I would suggest using eagerzeroedthick for any high IO tier 1 type of Virtual Machine. This can be done when creating the VMDK from the GUI by selecting the “Support Clustering Features such as Fault Tolerance” check box.
So go out and check your VMDK’s.