So it seems the issue I talked about some week ago, wasn't fixed.
Windows is still slow, the hard disk always working at 100% load. Not so slow, because the fix explained in my previous post seems to mitigate the problem, but still slow.
Since I was using many Virtual Machines on that box without any problem since longtime, well before my upgrade to Ubuntu 16.04, I guessed the problem was the kernel. So I rolled back to 3.16.
And… tada! now the machine works flawlessly. Seems incredible, because I looked around to see if anyone had similar issues, without any luck.
So, if you're running kernel 4.4 and VmWare Player 15 is slow: try to roll back to 3.16.