Yes, unfortunately folder redirection doesn't work with mobile users so you can't just redirect their My Documents folder to the file server as they won't have access to their files when they're offline. You have to use offline folders, which stores copies of their files locally for offline use. But if their home folder on the file server is managed using disk quotas, then problems like you describe can arise.
One possible workaround might be to use Group Policy to configure soft quota limits on all your client machines. The settings are found in:
Computer Configuration\Administrative Templates\System\Disk Quotas
You could use this to configure the same quota limits on client machines as those configured on your file server, except use soft quotas only so that users are warned when they are reaching their quota while working offline.