Mine's got two loops, but really you could do the same thing with two
VB-jrs so the idea would be the same.
There are certain effects that I don't want blended (EBS Octabass, Line 6 Liquaflange, Empress Tremolo, Line 6 Echo Park, SansAmp BDDI and soon probably the Chunk Octavius Squeezer) either because the pedals already have good blends themselves or because the effect wouldn't work well with a clean blend (trem, delay etc). For pedals that already have a good clean blend, I like them out of the loop because it lets me set the blend somewhere different than where the Barge blend level would be set.
That's really the only thing you need to consider. Do you actually
want all of your effects blended? If so, put 'em all in the loop. But I'd give it some thought. I have my two pedals with the worst bypass (Moog Bass MuRF and Boss PS-3) in a separate loop both because the MuRF's blend is not that good but mostly so they aren't always sucking my tone. If you run all your pedals through the
VB-jr, you are losing part of the appeal of having a true bypass blend loop.
Just something to think about.
Edit: Just reread your post and saw that you have a truebypass strip, so ignore the second part of my post. But the first point, that some effects (pitch shift, delay, tremolo, octaver, some choruses and pedals with a good onboard blend) may not belong in the loop.