Are you sure about the iron?You upgrade them the same way you upgrade any other unit, by spending gold in a city that is capable of building the unit. In the case of a vampire, this means having a Governors Manor, Iron, and Feudalism.
My mistake, it appears there is no resource requirement.
<UnitClassUpgrades>
<UnitClassUpgrade>
<UnitClassUpgradeType>UNITCLASS_CHAMPION</UnitClassUpgradeType>
<bUnitClassUpgrade>1</bUnitClassUpgrade>
</UnitClassUpgrade>
</UnitClassUpgrades>
<UnitClassUpgrades>
</UnitClassUpgrades>
The Unit & Civ Reference Charts link in my sig gives you a PDF that has EVERYTHING from UnitInfos in it, without you having to dig through the XML (I did that this weekend for you).