He only showed up once before (that I know of) in a story called Casualties which I think may currently be free on Dark Horse Digital, but only till the end of the month. Get it, and read it, it can be read at any time. It's only eight pages.
Vaughn is a little different from most of the mormal human characters being introduced lately in that he didn't join during the frog war or the stuff that follows. He's been a part of the B.P.R.D. since the 1980s, so he's got a different point of view on this stuff. I'll be interested to see him explored further if he doesn't meet a sudden end in issue 2.