That VLC crap still can't do that properly, and actually in the last update they managed to make it even worse. I've also found out that SMPlayer can do it correctly too, but as a player it has other issues (By the way, if there is another player that can do that, I'd love to know).
I use PotPlayer for professional screenings, and its feature of having fullscreen playback on the second monitor and the main interface with all the controls on the primary monitor, is simply unbeatable. I've contacted them numerous times (I use it heavily, so I have certain needs from it) and I always get answers, help and explanations. They've made the best media player (by far), they answer when you ask for something, they take care of every bug report, they try to implement most feature requests.