A couple of thoughts.
Edited response:
Raw disk handles are not easy to use with macOS unlike Linux.
- You can't guarantee that macOS will attach the external disk at the same /dev/disk name every time. macOS doesn't seem to provide consistent, persistent device names that would allow you to configure this once and never bother with it again.
The /dev/disk devices are read/write by root, and read only by the operator group. You may need to sudo and use chown(1) to change the permissions of the /dev/disk devices you're using. Not an issue. Fusion will authenticate to access the devices- See 1. and 2. as you'll need to check things and possibly re-configure every time the system boots.
I also wonder if them macOS full disk access permissions are rearing their ugly heads.
Update: It looks to be Full Disk Access permissions that are getting in the way. I tried and got the same error message.
I looked in System Settings > Privacy & Security > Full Disk Access and found 2 com.vmware entries that did not have Full Disk Access enabled.

I enabled access for both, and now the VM will see the external raw disk. Not sure which one made it work, though...
- Paul (Technogeezer)
Editor of the Unofficial Fusion Companion Guides