In my home lab I use a removable hard drive for a quick (albeit manual) backup. At first I was having issues with the ESXi host whenever I removed or added a drive (detailed here - Adding or removing datastore causing SFCBD-watchdog lockup) but found a way around it.
Basically, I have a removable hard drive bay with my backup hard drive always sitting in it but not pushed all the way in (not connected). That way I always know where my backup drive is, it's out of the way, and it's offline. When I am ready to backup I turn off all my VM's, put the host into maintenance mode (maintenance mode is important as it fixed the issues I was having with adding and removing the drive), shut the host off, push the drive in, and boot the host back up. Once booted up I can see the added drive when I refresh the storage section so I just attach and mount the drive. Now I take the host out of maintenance mode and copy all my VM's to the drive. Then is't just a matter of unmounting and detaching the drive, putting the host back in maintenance mode, turning off the host, ejecting the disk, and booting back up.
It's a simple and quick process but does require manual steps and your guests to be offline.