Vegeta clearly didn't find the Moon and needed to use a technique to transform to an Oozaru.
I am terribly sorry for all the people out there that want to say otherwise, but Piccolo blasted the Moon. It was not a metaphorical Moon, it was not an illusionary Moon, it was the actual Moon. If it was otherwise, Vegeta would not need a Power Ball to go Oozaru.
Side-note: It was never stated in the original series that it was ever an illusion. A video game retconning this decades after the fact is another matter entirely. If you want to argue that, then I will back away. Do not expect me to take this statement seriously however when Roshi of all people can blow up the Moon in the Pre-Z era, but Piccolo somehow "cannot". It is the same retcon as the potara earrings not being 'permanent'. Before Super, all games and material by default considered the potara fusion permanent. If it was some sort of secret "lore", then I believe official games would do something about it.
There is no narrative, authoritative, or even logical reason to state that Piccolo's most powerful attack at the time somehow has less power output than Master Roshi's Kamehameha in the original Dragon Ball series, which he intended to use it to kill Goku. We cannot argue in good faith and somehow pretend that Roshi had the potential to dish-out moves that are stronger than early DBZ. If that was the case, he would not need the Evil Containment Wave against King Piccolo (the older guy in original DB), and they should have asked him instead to kill Raditz.