Well, Vanilling is some kind of artificial sweetening which gives you teste of vallina, being used by many food companies for making sweets, bakery, etc..
Some Eliquid makers are also using this, for exemple, Janty. But then I found on the Internet, Vanillin can cause irritation to your lung.
I used it with 36mg PG nicotine base and a little bit of VG.
As was stated by others, vanillin occurs naturally in vanilla beans, or it can be synthesized. Artificial vanilla is pure vanillin. Natural vanilla is vanillin plus other naturally occurring aldehydes, lactones, and other compounds. As sjohnson said, it is the other compounds that give vanillas from various parts of the world their nuances.
Here is the MSDS for vanillin:
http://www.sciencelab.com/msds.php?msdsId=9924002
It does say it is a throat and lung irritant, but it also says there is no danger in "normal industrial conditions". And it seems it is vanillin dust that is the issue, which could mean vanillin itself, or the fact that it is vanillin dust. Other places I've looked say that it might make you cough and irritate the throat.
So whether it is artificial vanilla or natural vanilla, both contain vanillin. Some DIY flavor lists, like for Fairies Finest line, make a big deal about not vaping anything with artificial vanilla, that vanillin is a danger. Yet natural vanilla contains vanillin as the primary component. I have several vanilla or vanilla-like flavors (Capellas Vanilla Custard, and Loranns Bavarian Creme), and they do not make me cough. Would I have problems if I used, say, PAs French Vanilla, which is sure to contain synthetic vanillin? My guess is I would not. And since very little vapor when vaping actually gets to the lungs, I would think the risk of lung damage would be quite low.
If I am not coughing or have irritation, I would assume no damage is occurring, and I go through a lot of vanilla juice, which is arguably one of my enduring favorites. Inhaling a dust is inhaling far more vanillin than that which is in a vanilla vapor. And if there was throat irritation, there would likely be mouth irritation too, and I get none of that.
Normally I am quite conservative and cautious about possible irritating flavors. If there is a significant doubt that I might hurt myself, I will avoid it. My take on seeing statements of vanilla causing lung irritation, before I got official data on its safety, was to think "Really? How come I don't experience that??" And if vanillin is a problem, then natural vanilla should be too. My biggest problem with my vanilla DIYs is that they don't taste like I want them to taste. Never had significant coughing or irritation.
I personally am going to try the PA French Vanilla. If it causes lung/troat problems, then I will know to avoid vanillin. Of course, I am speaking for me alone, and others might find they have irritation. Clove and cinnamon are known irritants, and some people love to vape them without any issues at all.