I have tried expanding the LUNS from the EMC Unisphere interface and using the EMC vSphere Plugin. I get the same result on both.
In order for me to be able to expand the lun I have to completely remove the snapshots and points created by Veeam. Then, I have to wait for the SAN to "destroy" the snapshots and wait more time for some enhancement process or something like that the SAN does every time a snapshot is removed.
The message I get is "The LUN cannot be expanded or shrunk because it is a thick LUN with snapshots."