Nothing special. Just a diamond drill bit and make sure, like Willy said, your drill is on regular mode rather than masonry mode. Might make sure your drill bit is fairly narrow. Not sure how big the hole is you want to drill. Hopefully the vase you're drilling into isn't made of real thin, fragile glass because if it is, you can kiss it goodbye.

I do stained glass, and even with the right equipment, about one time in three, the glass still breaks even when you do everything right in trying to drill it. You never know what kind of faults or tiny weaknesses it has. So be prepared to lose it. And wear eye protection.