Yes, VLANs are supported on a team interface. You can explicitly configure VLANs on the teamed interface using PROSetCL, but that is not supposed to be necessary. However, you might want to give it a try.
When you configure VLANs on a physical port, a hardware filter is created so that VLANs that do not match get blocked. I'm not sure how that differs on the teamed interface. Anyway, the point is, with filters setup using PROSetCL, you will have to make sure that you assign all the VLAN numbers on the trunk and an untagged VLAN. Make sure you configure all VLANs that are used by VMs connected to the HyperV network that uses the team. Any tagged VLAN traffic that does not have a match will get blocked and dropped by the team. And if you do not configure the untagged VLAN, any untagged traffic would also get dropped.
Mark H