The caterpillar in Alice in Wonderland is totally a Vorlon.
He’s always asking “Who are you?”, has a short temper, speaks cryptically, and when he offers help, he won’t explain it. He relies on an alternate atmosphere supply. And in the Disney version, he even sheds his external skin and reveals himself as a winged being.
I don’t think he was ever named, but I think I should call him Kosh.