First, you need to get both Peachone (the white dove), and Ebony Wings (the black pidgeon) to max level.
Then, you need to kill a boss and pick up the chest he drops. Chest contents are somewhat randomized, but eventually you'll get the upgrade that will give you Vandalier.
EDIT: Ebony Wings won't appear until you've gotten Peachone once to level 7. Thanks to The S bot 9000 for pointing that out.