Is there a difference between HDMI or Thunderbolt for monitor?
Answering straight yes. You loose quality when connecting monitor with VGA.

You see VGA is analog standard and digital signal being first time converted into analog in a computer to be transmitted through VGA cable and then converted back into digital to be used by the digital TFT panel. Since there are few steps of converting signal and analog interference while in a cable you have few chances to loose on quality.

Then it depends on particular setup, cables and quality of convertor when answering how much of quality being lost. So if you don't see that quality is degraded on you VGA connected MacMini compared to MacBook on DVI that it is safe it definitely more convenient to leave them as they are.