Hi
You are unable to consolidate because the VDP will lock the client VM's disk.
If you right click the VDP appliance and select Edit Settings, you will see this VM's VMDK (Hard Disk) attached to it.
You will have to select the client VM's VMDK on the Edit Settings of VDP and select Remove (Remove from virtual machine; the first option) and click OK
This will detach the client VMs VMDK from VDP appliance hence releasing the lock.
Then you will have to right click the client VM > Snapshot > Consolidate to make to VM consolidate all its changes and run on base VMDK.
Suhas