I also have both and love both. Shroom is a great workhorse of an eyeshadow, you can wear it as a highlighter with anything and it's not overly shimmery. It's also easier to bring with you when you travel since it's a pressed eyeshadow (at least I find it's easier to travel with firm eyeshadows than loose ones).
Vanilla has more of a golden shimmer to it which makes it a warmer shade of white. It may also be too shimmery if you're not into that. However, since Vanilla is a pigment you can use it to highlight your cheeks, mix it with clear lipgloss to use on your lips, mix it with your foundation or moisturizer to get an irridescent effect for your face, etc. It can be used for more things than Shroom.