Veeam has the option to check your VMs for malware when you make a restore.
Unfortunately, there is no ready-made command from Sophos to check the VMs. I would like to see this command in the future for Sophos Endpoint security and control and other sophos products.
David Thomson commented
I agree this is an important issue for Veeam users. Eset, Symantec and Kaspersky have managed this.