Of course you use iSCSI LUNs, for the precise reason you outlined - if you use VMDKs on a VMFS volume, you lose all the agent capabilities provided by your SAN. You also get to skip a couple of ...
Is it possible to attach a VMDK to all virtual desktops so that it is read-only for all users kind of a like a locally attached read only network drive? As stated, I do not think that you can do that.