All three sessions of the first-day's play were interrupted by showers but at close of play they had managed to squeeze in 50 overs.
After a delayed start, the Lions, who won the toss and opted to bat, lost an early wicket when Cobras paceman Rory Kleinveldt struck in the eighth over when he dismissed Alviro Petersen with the fifth ball of his fourth over.
Opener Stephen Cook was as patient as ever, but Vandiar wasted little time dispatching poor deliveries to the boundary.
Protea's spinner Robin Peterson eventually claimed his wicket, but not before the stylish batsman had struck 11 boundaries, in his 100-ball innings.
The Cook-Vandiar stand for the second wicket produced 99 runs.
Cook (31 not out) and Neil McKenzie (10 not out) saw out the remaining 10 overs and steered the Lions total from 113 for two to 125 for two by the close of play.