Prior to founding and leading the Marrakech Biennale, Vanessa was cofounding curator with Prue O'Day of the Wonderful Fund Collection between 1999 and 2004. This involved 15 people investing in the fund with which Prue and Vanessa purchased works of contemporary art to reflect the pulse of the times. The idea was that ownership would be shared but that the purchasing would be done by Branson and O'Day. Over the next five years, the pair visited artists' studios, galleries, degree shows and art fairs in Britain, America and Europe looking for as broad a spectrum of work as possible. It was then exhibited at the first Marrakech Biennale at the Museum of Marrackech. The Wonderful Fund Collection was also exhibited at the newly refurbished Pallant House Gallery, Chichester in 2006.

Her other cultural projects have included the establishment and co-direction – along with Prue O’Day and Anatol Orient – of the Portobello A