It might not be possible to achieve an open NAT on all the 360s using the VM device with their custom firmware. Some firmware just can't handle this operation for multiple devices.
Here is the list of MS certified Live compatible hardware and firmware, which allow multiple consoles on Live at the same time:
Quote:
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All of the network hardware in the following lists works with multiple Xbox 360 consoles connected at the same time. If you get a NAT error or cannot connect to Xbox LIVE, try using our Xbox LIVE Connect Solution.
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http://support.xbox.com/en-us/pages/...xbox-live.aspx