I can't see how not buying from Vanguard directly be cheaper than using a 3rd party to make the transaction.
They normally don't change for the purchase if you can wait for them to do it as a batch and you have to meet the minimum purchase amount.
I guess that's one advantage of using a 3rd party broker is that some may not require you to meet the minimum purchase amount, but if you do it as a standard order purchases, they (vanguard) allow you not to meet it and it allows factions.
from what I've seen of H&L as my nephew in law uses them, they are a bit of a rip off in fees.. some say the costs are covered if you trade enough as you get better prices but most of my funds just go into vanguard and I have a small amount into 212 as I think I'm the wolf of wallstreet... lol