My strategy has been to purchase one Vanilla card at a time. The store is along the route home from work so I stop in, buy one $500 card, move on. Sometimes I purchase something I need with it. I try to keep under the radar. Slow and steady wins the race.
If you are dropping big bucks on a bunch of gift cards at one time this might make the manager nervous about a large charge back or credit card fraud. Also it might make a tempting target to someone needing some free Christmas gifts.