His Holiness also mentioned this in his talk previously during an explanation of the Offering to the Spiritual Master at the main temple in Dharamsala to a large gathering of Tibetan and Western disciples in 1986.
"..Concerning the Gelugpa protectors, there are protectors of the people of the three scopes, Mahakala, Vaishravana and Kalarupa.
In the centre of the row is six armed Mahakala, the wrathful aspect of Avalokiteshvara, who protects practitioners of highest scope.
Vaishravana is appropriate for those who observe pure morality. There is special reason for this, for although all protectors must be good for such people, Vaishravana is particularly pleased by purity. As those of middling scope are primarily concerned with ethical purity, Vaishravana is the appropriate protector for them.
Those of lowest scope are primarily concerned with observing the law of cause and effect. As Dharmaraja is the witness of wholesome and unwholesome actions he is their protector. As has been said "Damchen (Dharmaraja) treasures the judgement of wholesome and unwholesome actions more than his life."
So, in the Gelugpa tradition it is said that one should practise according to the presentation of the persons of the three scopes.
The most important protectors are Mahakala and Dharmaraja of which Dharmaraja is exclusive to the Gelugpa. It is he who is the Guru Manjushri, Yidam Manjushri and the Dharma- protector Manjushri. Among the external, internal and secret practices of Dharmaraja, the most important is the inner practice. Although Je Rinpoche also did the secret practice, the inner practice is the most important.
These three being fundamentally important there is no need of a protector other than these for the Gelugpas. Amongst Mahakala, Dharmaraja and Vaishravana, Mahakala and Dharmaraja are the most important, and of them Damchen Choegyal (Pledge-holding Dharmaraja) is the most important.
Unfortunately, after the above teaching, His Holiness also said the below:
I used to say by way of a joke, "Gelugpas will only need to look look for a new protector on the day that offerings and requests for prayers come because Damchen Choegyal is dead." Until then Gelugpas do not need another Dharma-protector. This statement carries some weight.
It won't do any good to rely on a new deity or any others while customarily accepting a Dharma protector who Je Rinpoche bound by oath and who was also specifically bound by Je Sherab Seng-ge.
This is something to be examined, not merely accepted because it appears to be good. Nevertheless, some highly realised lamas do rely on various Dharma protectors according to their personal preference. This reflects their own inconceivable practice, but this is none of our business, is it?