I found the pins on the Futaba 20-SD-06GK VFD to only reluctantly accept solder so I ended up using my harshest flux (for stainless steel), and lots of it. I did wash off the flux residue with alcohol, but when I later added the battery holder (for neutralizing the luminance slant), I inadvertently left some flux. With a 140 V potential difference between two adjacent pins (a_4,5 and g₁), the flux residue became a conductor and the ohmic heating was enough to leave a scorch mark (and release some Magic Smoke):

However, after another alcohol wash, the device was functional. The lesson learned is that VFDs are not made for operation at the anode voltages necessary with a negative grid bias, so special precautions need to be taken. Liquid electrical tape where the grid is closest to the anode would probably be a good idea.

I hooked the VFD triode up to two power supplies (one for anode voltage V_ak and the other for grid bias V_gk), in addition to the filament PS. Here are the anode currents I_a measured by a multimeter:

I've identified two possible operating points (OP1 and OP2, respectively). My preferred option would be OP1, which has voltage gain A = 11 (+21dB) and anode resistance r_a = 400 kΩ (estimates from eyeballing the characteristic above). As for all VFDs, the output impedance is high, about 270 kΩ. You'll need a PS capable of producing very clean DC at relatively high voltage: B₊ = 157 V. The anode dissipation is P_a = 2.2 mW, which would be trivial for a conventional triode, but might be a bit high for a VFD. The fallback operating point OP2 has A = 10 (+20dB), r_a= 1400 kΩ (resulting in an output impedance of 720 kΩ), B₊ = 142 V and P_a = 0.6 mW.

A surprising (at least to me) and tantalizing fact is that gain around OP1 drops fairly symmetrically for higher and lower grid bias. For a guitar preamp the resulting soft and symmetric clipping is associated with "tubey" guitar tone. You would need the signal to have V_pp close to 1 V for this "euphonic distortion" to kick in though.

The results so far are thus encouraging enough for me to continue my VFD shenanigans: a gain of +20dB seems very achievable, the output impedance is high, but manageable and you might even get some pleasant coloring as an added bonus!