The reason that it is recommended not to hold long options until expiration is that option premium decay is non linear. It speeds up every day, faster and faster as expiration approaches.
The reason that it is not recommended to exercise ITM options is that if there is time premium remaining, you throw it away by exercising. So unless the time premium is pennies, it's usually a better idea to sell the option and execute the trade in the underlying. The exception to this is when you own a deep ITM option and the bid is less than intrinsic value, but that's another story.
Your approach is a special situation. You want to buy the underlying at later date but you want to lock in the price now by using a long call. That's a valid approach. The question is, should you be buying a two week call?
Since you didn't indicate the strike price and premium for the call that interests you, I'll just pick my own. Strike prices near the money have the greatest amount of time premium and ITM options have less. So for example, here are some July calls (VUG does not trade offer weekly options):
$175c 28.50 203.50 2.50
$180c 24.00 204.00 3.00
$185c19.70 204.70 3.70
$190c 14.90 204.90 3.90
$200c 7.40 207.40 6.40
The numbers above represent the strike price, the ask price of the call, the net cost of the stock and the time premium. As you can see, the lower the strike, the lower the time premium. You pay dearly for buying the less costly ATM strike.
VUG options are not actively traded and they have low Open Interest. Therefore, they have very wide bid/ask spreads. With some patience, you should be able to buy these for less. Start at the midpoint (the average of the bid and ask) and work your way up if you want the position and you are willing to pay more.
An alternative approach if you have the appropriate option level approval, a margin account and enough marginable securities to back the position would be to sell a short put. With this strategy, you would receive the premium and time decay would be in your favor. There's no guarantee that you would get the shares at a locked in price (buying the call) and then you would just earn income (the premium).
This may make your head hurt but if you combine both of the above, you would have a synthetic long position (sell the ATM put and use the proceeds to buy the ATM call). Let's say that it costs a dollar to do so. If VUG rises, you exercise your long call for $200 and your net cost is $201. If it drops and you are assigned on your short put, you pay $200 and your net cost is $201. That's a significant savings versus buying a long call.