I've gone over the documentation and the looked at the question:
How to use vim (key-bindings) with Visual Studio Code vim extension and I still can't define new keys in the Vim extension for Visual Studio Code.
I'm trying two things in my settings.json. Trying to delete a full tab - instead of just a single space (like vim does) - with backspace.
"vim.insertModeKeyBindings": [
    {
        "before": "backspace",
        "after": "shift+backspace"
    }
]
And also to change between editor panes with space, w, w (like using a leader key):
"vim.keybindings": [
    {
        "key": ["space", "w", "w"],
        "command": "workbench.action.navigateEditorGroups",
        "when": "editorFocus"
    }
]
But I can't get any of those to work.
 
    