I can’t speak to Grand Cayman, but we did the Cozumel exclusive dolphin VIP on western itinerary - and had a great time! Not truly a VIP experience but in reality it is only like 3 bucks more than the standard experience so shouldn’t expect too much more. This trip also includes lunch , which Grand Cayman does not if I recall. The VIP in Cozumel is same experience as others at Dolphinaris, but includes lockers and a very brief access to an exclusive pool and drink area. It was in an enclosed aquarium rather than ocean, so I felt safer in my mind from choppy water and other animals (probably not a real concern but I have a irrational fear due to Jaws 3 lol).