You won't have tax consequences when moving and IRA to another provider. You can sell everything in the IRA and buy totally different vanguard funds. Anyone can do that in their IRA at any time whether they are changing providers or not. You won't pay taxes on that until you withdraw it from your IRA and it counts as income. Just make sure to contact vanguard so they can roll it all over officially. They will contact EJ and have the money sent directly from EJ to vanguard without you ever touching it. If you close your account at EJ and withdraw all the money you will be penalized and forced to count it all as income (and won't be able to put it all back into an IRA at vanguard - you will be limited to the normal annual contribution limits). So just make sure to contact vanguard and tell them that you want to roll it over and they will guide you through the steps, and there will be no tax consequences.
An in kind transfer to avoid taxes is only necessary in non tax sheltered accounts. Like if I bought $20k worth of a fund, and it went up to $30k, and then I decided I wanted to move it to vanguard...
If I sell it I have to realize $10k in capital gains and then repurchase the fund I want at the new provider with a new cost basis of $30k.
If I do an "in kind" transfer they will just transfer my shares with the old cost basis of $20k to the new provider. I'll still owe taxes on that when I eventually sell, but that will probably be more advantageous than paying the tax now.