Vasoline has no benefit over any petroleum based grease of the same viscosity, and that viscosity is too thick for winter lock mechanism use. Spray some WD-40 in, work the key in and out a few times, let it sit a minute, then spray a lot more in. Wait an hour or so, then spray in a "little" light oil. The warmer the ambient temp, the better this will work. I'd do it in a heated garage one vehicle is up to garage temp or use a hairdryer to gently heat it.
It is probably too late for a dry lube, unless you want to pull the lock cylinder out and completely clean it with a solvent first. This is the most thorough way to do it regardless of whether you settle for dry lube or light oil. If you just want to take a shot switching to dry lube without removing it, try some brake cleaner to flush it out, again a squirt, work the key, wait a minute, then more, let it completely dry before the dry lube. I'd wait a day.
If you don't get all the wet lube out, the dry lube is just going to make a gummy mess inside. Light oil is superior for aged, outdoor lock cylinders that have a hatch to keep dust out.