Tammy that is not correct. One does not need Dorje Shugden to be able to practice Vajrayogini. The requirements for Vajrayogini are any higher tantric deity, for instance Yamantaka, Guhyasamaja or Chakrasamvara.
What I am interested to see though, is what will happen after Trijang Choktrul Rinpoche starts giving Shugden initiation, as the Dalai Lama has only given permission to Trijang Rinpoche and no other to practice Shugden. However, I doubt that the Dalai Lama can control whether Trijang Rinpoche gives initiation or introduces the practice to others.
IF Trijang rinpoche is the only one among us who is qualified to practice Dorje Shugden, wouldn't he also be qualified enough to decide who is suitable to receive this practice too? In his wisdom, foresight, skill and power, surely if he can do one, he can do the other?
AND, if Trijang rinpoche is practicing Shugden, I am certain that a high status lama like himself will have dozens f assistants and attendants who would assist him in the setup and preparation of these pujas. He would not do all the 'work' himself as it doesn't befit his status. Therefore, his assistants and attendants would also have to be familiar with Shugden's practice and rituals. If that is allowed without any complaint from the Dalai Lama or the CTA, then the bestowing of initiation from Trijang Rinpoche should be allowed too, no?