Vandoorne set a time of 1m57.499s in the opening stages of the 45-minute session and remained at the top untouched thereafter.
Racing Engineering driver Alexander Rossi, who finished the session third, set the initial pace with a 1m57.731s on his first competitive run but Vandoorne quickly topped that with a 1m57.499, before improving further on the following lap.
Williams F1 development driver Alex Lynn was fourth, closely followed by Formula Renault 3.5 championship leader Oliver Rowland, who ground to a halt at the end of the session at the Bus Stop chicane.
Vandoorne: I had to dominate GP2
12/10/2015 AT 14:55
Red Bull junior Pierre Gasly jumped up from 13th to sixth late on, demoting Sergey Sirotkin.
The top six had remained unchanged for the majority of the session as they were the only drivers to make it into the 1m57s, while many struggled to improve.
The session was littered with minor incidents that began with Swedish driver Gustav Malja - who is replacing Rene Binder at Trident while he recovers from a bacterial infection - losing the back end of his car and beaching it at the Bus Stop chicane, which brought out the yellow flags.
His team-mate for the weekend Raffaele Marciello also brought out the yellow flags after stopping at the end of the pitlane, following a near-miss with a Status car.
Arthur Pic lost his front wing in the closing seconds of the session when he collided with the barrier on the run down to Pouhon.
Vandoorne seals GP2 title in Russia
11/10/2015 AT 09:17
Rossi wins after Lynn crashes out
10/10/2015 AT 15:37