I honestly don't know if they did in one of the latest chapters (I haven't checked as of yet...) Either way out of all the characters in the DBZ universe the fact that those two have never fought to any degree is pretty egregious. I mean I know that they technically never really had a reason to especially with Goku and Vegeta constantly off world and always striving to break their limits. All in all, With Piccolo now being at least in that same S tier with his Orange form he should at least have a battle with Vegeta. I remember I saw this one guy on YouTube make a couple videos on them fighting Ultra Ego vs Orange Piccolo and (SPOILER ALERT) Vegeta did end up pulling the victory...

This is a great match-up because we aren't entirely sure which of the two is stronger at that point. I might edge toward Ultra Ego Vegeta but it really is a crapshoot.