You can use bind mount for that, i.e. mount the same directory on the host system into two VPSs. For example:
mkdir /var/something
# Make sure VPSs are mounted
vzctl mount 101
vzctl mount 102
# Now mount the directory to both root areas
mkdir -p /vz/root/101/var/something
mount -o bind /var/something /vz/root/101/var/something
mkdir -p /vz/root/102/var/something
mount -o bind /var/something /vz/root/102/var/something
In order to make this change permanent, you can use mount/umount scripts, so 'vzctl mount' (and 'vzctl start' as well, as it involves mount) will do that bind-mounting, and 'vzctl umount' (and 'vzctl stop') will umount that directory.
For more info about mount/umount scripts, see "OpenVZ Action Scripts" section (which is on page 88 as of now) in OpenVZ User's Guide (PDF, 1.3Mb).
For example, mount script can look like this:
#!/bin/bash
# Mount script to bind-mount /var/something into a VPS
. /etc/sysconfig/vz
. $VE_CONFFILE
mount -o bind /var/something $VE_ROOT/var/something
And the umount script can look like this:
#!/bin/bash
. /etc/sysconfig/vz
. $VE_CONFFILE
umount $VE_ROOT/var/something
Hope this helps.