Yes, you should be taxed in your state of current residence.
To reclaim the tax withheld for Minnesota, you will need to file a non-resident Minnesota return and show no Minnesota source income. Enter the data for your nonresident return first, then your Virginia return.
And you should tell the former employer (or whoever is sending you these W-2s) that they need to stop withholding tax for Minnesota. If they would switch to Virginia, that would be nice, but they may not be willing to (they would have to set up an account with the Virginia Department of Revenue and send the money to them on a regular basis).
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