Update.
Today I have uninstalled antivirus S/W. Even standard Windows Defener is disabled and not started.
But as I can see - this problem is still take place in my work.
So, I make a conclusion - it is exactly VmWare is locking files in the exclusive mode and left them open, so I cannot work with these fines from host PC.
Which means - there is bug in VmWare Workstation in the SharedFolder feature implementation.
Hey, VmWare Team. Could you please fix it? Finally, please. 
PS. I forgot to tell - now I'm using VmWare Workstation 11.0. So, looks like this is old bug which exists in all line of Workstation products.
Sorry, I cannot test it with 11.1 version because it is introducing another critical bug with VmNet8 virtual network adapter which preventing me from using 11.1.
Btw, I already written about that issue in 11.1 (Critical bug with Virtual Networks in latest VmWare update 11.1)