Under the "Configure" > "Company Configuration" > "Agents" > "Run Worker" Tab some of the EdgeSight Agents indeed showed the following Error:
Error: -2147209300 SendPayload error: Invalid data returned from server
In the Windows Event Viewer under the Applications Tab were also many Warnings with the Event Source: ASP.NET 2.0.50727.0 and the Event ID: 1309. After some research it all came down to the MS11-100 Security Patch (http://support.microsoft.com/kb/2661403) from Microsoft regarding an ASP.NET Vulnerability.
Solution: My "quick and dirty" Solution was to remove the Security Patch from the EdgeSight Server and after rebooting the Server all the EdgeSight Agents were able to upload their Performance Data successfully. I guess the better Solution is to play around with the "MaxHttpCollectionKeys" Value in IIS (as described in the MS and Citrix Article) and to not remove the Security Patch.