You must use
Private Key WIF Compressed (starts with a 'K' or 'L') format when importing it to electrum wallet. because you providing bech32 address (
p2wpkh:) where there can't use for WIF (5) and HEX format.
you can convert WIF, HEX format to WIF Compressed using
https://www.bitaddress.org ( use it locally or offline)
If you were to convert the private keys to another format, then there is no point for you to get a vanity address because you'll be generating a totally different address. You can use uncompressed keys with bech32 addresses but they are non-standard, so you shouldn't do it. If the vanity gen produced uncompressed bech32 addresses, then you shouldn't use that specific vanitygen.
AFAIK, vanitysearch does standard bech32 addresses so it's fine.