I'm not sure with Vega. But, based on my experience with R9 series (290, 290x, 390x, 390x), yes, Gigabyte prone overheat than the other brands. I have few brands of R9 series, Gigabyte, MSI, Sapphire, and XFX.
Rank from prone overheat (brands that I owned), from the most - to the less.
1. Gigabyte
2. MSI
3. XFX
4. Sapphire