Finally, XS support VLAN on MGMT interface. This has been in place since XS 7.3 (latest now is 7.4) This will open for using two 10GB interface for both MGMT and virtual machine traffic. Before 7.3 XenServer, it was required a dedicated interface for management.
This article from Citrix introduces the configuration details of using tagged VLAN network on management interface on different use scenarios.