Forgive me if this goes without saying but please keep your vault codes on hand. They can't be used while banked.
Also - keep in mind that while it is a very rare occurrence, the casino security can confiscate any vault codes detected on your person that aren't banked. I may be wrong about this, but if someone chooses to break the rules and confiscate them outside the casino, you can't have them refunded (if in line with the not refunding for rulebreaks policy) - just a word of warning.