Sure, if you want to put the beans in the keg, go ahead. What you might run into, though, is too much vanilla flavor. By adding them to secondary you can xfer the beer when it has enough vanilla for you. Although if yer gonna bag 'em I guess it/s the same thing.
Personally, I hate vodka tinctures...I can always taste the vodka, to the detriment of the beer IMO. Also, since there's bourbon going in, if you want to make a tincture why not do it with the bourbon?