We had one case where we noticed some network problems on VMs which were using NVGRE. This blog post shows quickly how to use Microsoft Message Analyzer to troubleshoot network problems.
First download Microsoft Message Analyzer HERE and install it on the where gateway VM is running
You are able to filter session with different variables.
For troubleshooting its recommended to install Message Analyzer to host where gateway VM is running and host where problem VM is running.
You can also filter traffic only from dedicated VM from Advanced Settings of Microsoft-Windows-NDIS-PacketCapture