You could expand the Where-clause and only take the paths that not set as preferred.
Get-ScsiLun-VmHostesx01*|
Get-Scsilunpath|
where { ($_.SanID -eq"20:00:00:00:00:00:00:01"-or$_.SanID -eq"20:00:00:00:00:00:10:02") -and-not$_.Preferred} |
Set-Scsilunpath-Preferred
