YAY! Congratualations on your blessing!
I have never heard of topical vitamin E being harmful -- in fact, I use it for my dry skin currently, and I am 6 months pregnant. The only thing I hear to use with caution is retinoid products - and that is because the skin can get extra sensitive during pregnancy, so your skin will not react the same to a certain product as it did when you were not pregnant. Overall, I take a little more time to treat my skin with TLC -- while I am pregnant I have pulled away from the harsher products that I know can cause irritation and stick to mild cleanser, mild moisturizer, and a little less makeup.
I would think that while Vaseline is certainly safe, it may clog up your pores and give you more problems in the end. I am not totally certain but I do believe vitamin E on the skin (not swallowed) is OK. If you feel uncomfortable, there are many other alternatives that I am sure are safe -- consider Aloe vera gel or oil or jojoba oil. Both are great and they are less apt to clog pores if used sparingly.