Ok, get the ignition switch and the original key if possible. The VATS module should be up above the RF passenger footwell/hushpanel. Not sure about the 95, so somebody else jump in here if you know!
If you can't get the original key, a dealer will have to reprogram the VATS for you to a new resistor (chip) value key. I know for a fact that the PCM will look for the VATS circuit to be complete, or you won't be able to start the car. I believe this is done through fuel cutoff. Now, if you don't want to swap in the ignition switch to your Cav column, just leave the original ignition key in it, and only leave the VATS required wires in it, then tuck it up under the dash, or hide it under the console. Neat hidden theft-deterrent. Then continue using your original ignition to start the car.
I just hope I'm giving you good info here. I'd really like someone else to back me up on this or shoot me down before you get into it deeper. Do it right the first time!
BTW, welcome to the Forum! You don't have to have the whole Bonneville to be welcome here
We can learn alot from your experiences on this upgrade, then when the time comes, we'll help you squeeze more juice outta that beast!