I have recently switched to Colemak and I also use Vim as my main editor.
I can tell you that there is no need to remap the movement keys - or any other Vim keys for that matter. Your brain will quickly learn the new positions of the movement keys. For the mnemonic keys there is definitely no need to remap - you want to keep the mnemonic meanings behind the keys.
If you remap the Vim movement keys you will be in the unfortunate position of not being able to operate a vanilla Vim with any real efficiency - for example if you need to SSH to a server. I argue that for most people that will be much more common than having to use someone's computer that does not have Colemak.
As well, there are Vim plugins you may get one day that will clash with your remappings, or you will read a Vim tip one day about a feature which you can't now use because you have remapped things.
It will be a real pain for you, so I wouldn't bother with any remappings.