You just don't follow low health enemies too far, depends on the situation
Just things to note:
1)avoid following them to their jungle
2)do not pursue if enemies once nearby are missing
3)avoid pursuit when alone, unless you can quickly kill and run
4)remember League is not about the kills, its about objectives. Enemies are but 300g, more or less, you can easily farm a wave to make up that gold, and gain Q stacks.
5)Veigar is extremely weak early
Keep in mind Veigar is very squishy and when caught out, is usually a dead short lil guy.