~Continued~ They are not born, but the Queen may appoint changelings to the position based on recognition in the Hive and cast the spell/do the thing neccessary to have the changeling evolve into his new form. The reason why not every changeling can be a Vanguard is because of their increased magical prowess their link to the Hive Mind is highly weakened and they have a larger sense of individuality, so if you appointed someone who hates your guts you'd quickly have a rebellion.
Papillon employs a similar practice with her Praetorians, though they are no different from other drones physically.