This is one of the coaxial swerve modules on my little LEGO/VEX hybrid. Unfortunately, the design is a little weak for the torque provided by the vex motors and the gears controlling the module’s angle sometimes slip. A better one could probably be constructed with LEGO turntables, but I don’t have any. (The LEGO differentials work fairly well, especially considering how crummy my design is.)
You can see the LEGO axle connector that I shortened on the output of the vex motor. A short vex axle goes into one side and a LEGO axle comes out the other. It’s a pretty nice fit.