Vega made his wrestling debut on the May 28 episode of "WWF Action Zone", defeating Eli Blu. He then entered the 1995 King of the Ring tournament, as a replacement for the injured Razor Ramon. He qualified by defeating Irwin R. Schyster in the event's pre-show, then defeated Yokozuna by countout in the first round, after interference from Yokozuna's tag partner, Owen Hart, backfired. He then defeated The Roadie with a rollup pinfall. He faced Mabel in the finals, losing after Mabel hit a splash off the ropes to win the tournament.