All you really need to do is to find a way to lock the output shaft of the Vex motor to a Lego Part. I would shy away from using chemical fasteners, especially if you want to use these Vex and/or Lego parts for something else in the future. One viable option might be to use one of the 60 tooth Vex gears on the output shaft of the Vex Servo/Motor. This gear already has two holes drilled into it. From there, I would find a Lego Beam or similar part, and bolt the Lego beam to the 60 tooth Vex gear. (The 8/32 screws in the Vex kits work perfect for this.) From there, you can find one of the Lego beams that has the locked axles holes in it (such as
this) and connect that to the Lego beam that was bolted to the 60 tooth Vex gear.