"My name is Inigo Montoya. You killed my father. Prepare to die."
Really, not even a villain is alone in the world. They might have families, co-villains, devoted underlings, etc. Any one of them can return with a grudge against the characters and try to make them pay. On accorded neutral ground, it could even be a minor opposition who demands the other forces of the accords to bring your characters to justice. Alliances are formed, pacts are made, there is a lot you can do there.
I think recurring villains only make sense if they have a strong connection to at least one of the characters. So if you bring in a new villain, make you players care for him, not only as an "end-boss", but actually as a recurring villain. The concession rules (YS206) might also be your friend here. Instead of fighting to the end, you can say "Ok guys, you got him on his last breath, you could kill him now, but Jeff, remember that he is the only one who knows about your father. If you kill him now, you will never find out what happens." Or something along those lines. The idea would basically be to let the players help create the villain, give him a background and a story and such, so that they would not want to kill their own creation.
On grapples:
A grapple is a block against every action the grappled character wants to do. As such, he can free himself with every action he tries to do. Well, within reason, but theoretically, he could do a great alertness roll and get free.
For a red vampire, there are a number of options: he gets at least inhuman strength, which gives a bonus on grapples. Inhuman speed with its bonus on athletics is also a great option, using agility against strength to get out of the grapple.
But for the most part: If a player of mine was stupid enough to try and grapple a red court vampire, I would unleash the red's narcotic venom on them. Use a fate point to tag the grapple aspect, and you should easily be able to apply the venom.
Also: do not forget to give your villains a nice big bag of fate points.