To start with, I thought there was a VK mission available, but it turned out to be a Los Carnales mission instead. I started it accidently, then saved, quit, and reloaded the game. And lo, the Vice Kings mission marker appeared. Bizarre!
I had a go, but it’s too hard. You have to drive along with a guy hanging out of the window to scare him, but you soon get three stars and the SWAT after you, and your car (or the bloke) quickly dies.
So I went Mayhem Missioning instead, which is ACEBEST! You have to blow stuff up, with bonuses for certain types of things, or in certain ways. It’s great.