Some questions

[Mondkalb]

Usually there is no way to get in a vault that early in the first place. That's just evil teasing. ^^
Even if one could get inside it would probably end desastrous. At least with a high elf you already have see invisible which normally wouldn't be availabe neither.
I have encountered lots of early vaults but I'd say in 95% I had no means to tunnel or remove a granite wall.

[AnonymousHero]

Heh. IME vaults are exceedingly rare before level 40-50ish.

The risk/reward curve seems to be highly asymmetrical in terms of the type of vault. If this were a Checkerboard (or even Bubble) vault, I'd have a go, but generally these open vaults are basically suicide because of breath attacks, etc.

(Also, this is the reason to always carry a Pick. Not that I do, but...)

[Raajaton]

I can't remember the last game I actually carried a digger around with me. I typically either keep a ring of delving on me and/or am playing an arcane caster with turn stone to mud.