I noticed that you mentioned the bypass damper at the beginning of this thread, but that no one has touched on it.
The Vermont Castings Vigilant was born as a wood only model, back in the hay-day of VC and so it retains the bypass damper of the original stove. With the bypass gate open, the flue gases flow from the burning bed of coal directly up the stack. While this is OK for people with weak draft, there is generally a loss of heating efficiency when operating the stove in this manner.
Instead, start the stove with the bypass gate open (gases routed straight up the flue). Once you have a strong coal fire burning, close the bypass gate and force the flue gases to travel through the internal passages of the stove and transfer more heat to the room. This should also cure your high draft situation. This is not to say that you don't need a barometric damper as well. I highly recommend using them on all coal stoves.
There should be instructions regarding the bypass damper in your manual. If I remember correctly though, turning the rod Counter-Clockwise will open the bypass gate. Turning it CW will close the gate. You should hear and feel the latch cam over the the bypass gate lock into place when closing.