Which color can i use for the vanity lights ?

It depends upon how large the wires are. The vanity light likely has stranded wire and the supply from the house likely has solid. These guys don't always play well together. Be sure the stranded wire doesn't just wrap around the solid wire. Put a good tighten on the nut. I would pre-twist the wires, but some folks may not. Be sure to pull on the wires pretty hard to make sure they are not going to come out. Most of those combinations of wires will need an orange. Make sure no bare wire sticks out of the nut.