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In order to create VLAN interfaces on a VM and listen to them, we need to attach the VMs a VM's virtual NIC to a Virtual Machine Port Group with VLAN 4095, which represents all VLANs.
Before you begin, remember that you may also need to configure the VM. An 802.1Q VLAN trunking driver is usually loaded by default on Windows and Linux. Remember to select Select an E1000 Ethernet driver for maximum compatibility with all virtualization technologies.
Follow these steps to create the Port Group with VLAN 4095 using vSphere Client v6.5:
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