I've tried closing VMware Fusion and restarting - but I'm still getting this saved state.
By default when closing the VMware Fusion.app it suspends a Virtual Machine, so this usually will have little positive affect on a Virtual Machine that is not function properly. In cases where the Guest OS hangs, one usually has to force restart/shutdown the Virtual Machine to try and get past the issue.
Have a look at, 
Switch Power Commands from the Default Options or, Reset a Virtual Machine.