Vamponies, with the exception of Fluttershy (which was an anomaly) are not canon in the show, and are therefore not allowed as OC characters. However, it is perfectly acceptable to make existing OCs Vamponies in an AU thread. We did that once, and it was rather fun. Another Vampony thread popped up recently, so feel free to start one in the AU section if you wish. Hope that answers your question.
As a side note, please refrain from asking questions such as these in old topics, especially if the question doesn't relate to the topic. If you have further questions, there is a chatbox at the bottom of the main page. We'll still get your message, even if nopony's in there at the time. Thanks!