The only other way I know of for a VM to get created by vRA without annotation is via XAAS. In which case, on your items tab, make sure they are not in the 'vCenter" tab on the left. Also, what blueprint created those VMs? That will also help you track them down.
The reason for the rule of "not deleting them in vCenter" is that, if vRA has them in its database and you delete them in vCenter, then the only way I know of to clean the vRA database is to do it manually via SQL. Not a very good thing 🙂