Although I guess that the files are orphaned, I'd always double-check for usage before deleting them. Virtual disk (.vmdk) files may not be modified in case active snapshots exist for them. What you may do is to run RVTools, to see whether these files show up as "Zombies" and if so, I'd suggest you first create a sub-directory and move the "orphaned" files to it, and - if everything continues to work as expected - delete them at a later time. Alternatively you could check the VM's vmware.log file to see whether the files show up there.
The zdump files are created if something unexpected happens. However, it's hard to say what caused them to be created and if they are old and you don't have any issues you may just delete them.
André