Which fuse is for the vanity lights in the sun visor for a 2012 Tahoe?

Did you look in your Owners Manual ? How about www.eBooks.com to see if they can assist you in finding the correct fuse.

Yes and I even called the local dealership. They said they pull each fuse and test it to determine which one it is.

Take a flashlight and look at the end of each fuse. You will find one with a dark spot on it and that is the one that has blown out. Even the micro fuses are designed so that you can look in the end of it to check it for continuity. There are fuses you can not look in to but these are usually for major electrical power operations such as ignition, AC, main power, etc. but they are usually out under the hood not under the dash.