I heard that if you have a big snapshot to delete (keep the modifications) you should take a small snapshot again and then "delete all" so that the consolidation takes place in background.
Is it a good way to manage big snapshots?
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There is a really interesting article about performing safe removal of large snapshots on VMware. All credits goes to Ideen Jahanshahiand and his great blog post. Screenshots have been replaced on request by @Gerald Schneider.
TLDR of the article;
Why Take Precautions
Although snapshot removal has been substantially improved in ESXi 5.0 and ESXi 5.1, it is still possible for a virtual machine to appear something similar to a suspended state. See http://kb.vmware.com/kb/1031106 regarding ESX/ESXi 4.1. For a business critical application such as Microsoft Exchange that must remain active, this can have devastating effects as the snapshot removal process cannot be cancelled once it has been initiated.
Removing a Large Snapshot
Although it can be labor intensive, a common way of removing a large snapshot is to take a new snapshot. This will add a degree of separation from the base image to the child.
In the example below, Snapshot the Virtual machine’s memory has been unchecked and the Snapshot was named Safe Snapshot Removal. By unchecking the box shown below, this will assist in removing the “Safe Snapshot” once the other snapshot was removed.
With the current example, there are now 2 existing snapshots.
Next, remove the large “pre-install” snapshot. This will roll this snapshot back into the parent and will no longer cause any downtime. Note that this can potentially cause greater I/O penalties, so calculate the risks before proceeding with this method.
Once the pre-install snapshot has been deleted, I do a quick check to verify that the Safe-Snapshot Removal snapshot is fairly small. If no, repeat the process. If yes, the Safe-Snapshot Removal snapshot can be deleted.