That might be a viable reaction, but you have to consider several factors.
1. Overall yeild. Granted, Vanillin and HCl have got to be some of the cheapest chems out there, but you would have to know whether the yeild is even worth the trouble.
2. The reaction will have to be done under an inert atmosphere, or the aldehyde group will most likely oxidize to the carboxylic acid. And you would have to figure out a way to keep the inert atmosphere intact while letting the methyl chloride gas excape.
2. Toxicity of methyl chloride. Do you know anything about methyl chloride? I don't really know anything myself, but I know methyl bromide is very toxic. That doesn't necesarily mean that methyl chloride will be, but it definately deserves looking into.
4. If you do make piperonal, then what are you going to do with it? Do you have a safe supply of nitroethane? And if you're thinking about synthing your own nitroethane, you can pretty much forget it. I have not seen one single nitroethane synth that is very viable for small-scale hobby chemists, or even for large-scale chemists with good connections on chems. This is probably one of the biggest hurdles you'll have to overcome, considering that the entire reaction scheme depends on this one chemical. Unless, of course, you're going to use a grignard reaction. But then, IMHO, grignard reactions are not practical for clandestine chemists with limited equipment and who are interested in large-scale applications. Zincorganic versions of the same reactions would most likely be better for clandestine chemists, due to them being easier to keep anhydrous. But the reactions work better when the halogen used the start off with is iodine, so you'll have to make that adjustment as well.