It's been a while, but with a little bit of solder and a slightly-janky connector, you don't need the proprietary dongle to connect to a serial connection (at least with a Vantage Vue from ~2010).
The Vantage Vue hardware is solid; much better than the cheaper kits out there.
I spent some time building a data logger when I first got my vue, but they updated hardware circa 2012 specifically to thwart this, it seems[0]. It was a frustrating discovery: had to spend an extra $100 for something that can be made with $2 worth of parts :(
The Vantage Vue hardware is solid; much better than the cheaper kits out there.