Background of my question is simply that I want to create a wallet that is as secure as possible but where also the address looks cool as generated by vanitygen.
If I wanted to create a wallet here now, how could I influence the entropy?
So, if you want to create an address that looks cool like it was generated by vanitygen, why not just use vanitygen to generate the private key? Some wallets have the ability to import private keys, allowing you to spend the funds received at the cool address.
Note that a wallet and an address are different things. A wallet
contains one or more addresses.