I personally have never had to do this, but I would imagine you'd be OK if you took GAiA Snapshots of your Management Servers and VSX Gateways and exported copies of them off the appliances. This way, if you need to roll back, you can revert the snapshots in GAIA. Worst case, if you have to rebuild, you can rebuild and import the snapshot.
Like I said, I've never done this in practice, but it seems like the most straightforward way. Anyone can feel free to chime in and disagree...
Regardless, since it is VSX, having a good backup of your Management Server is way more important that having backups of the Gateways. You can always rebuild the Gateways from a clean image and use vsx_util reconfigure to re-provision the VSX config on the Gateway.
R80 CCSA / CCSE