Almost nothing works on Malz voidlings.
They are not considered a part of his kit for any purpose. They don't count as damage dealt by him, neither spell damage nor autoattack damage, so no form of vampirism (not even the absolute one from Gunblade) works. For the same reason, they don't count for any offensive Keystone (Thunderlord, Deathfire, Grasp, Stormraider...). I don't think they apply Black Cleaver stacks (they do gain the ArPen tho, through their passive stat conversion), nor any on-hit or spell effect.
AD Malz is so fun, can we please make it more consistent? Even with weaker scalings than on live, just having any value from all the passives you have to buy with the items.
and the Voidlings benefit from each one.