Chao Adventure comes to mind, and Ecco: Defender of the Future had VMU sprites also. Usually it was just the logo, but there would be a dolphin sprite every time you took damage. Phantasy Star Online is another favorite of mine, but I didn't play it on the Dreamcast so I don't know if it had any cool VMU sprites.
There were a good number of cool ones, including the ones you listed off. GETTING the sprite sheets however...is turning out to be a greater challenge than I thought.
Yeah, I can imagine. I think I would try to photograph them and wing it, but that would be pretty hard, especially since they tended to change as you played.
Awesome work, very nostalgic for me.