Finally, here is a more dressed-up way to wear faux fur vests.
Wear a body con black sweater dress with opaque black tights so it doesn't look inappropriate - and so you stay warm.
Over the sweater dress wear the black faux fur vest and belt it with a thick patent leather belt. Do not wear a thin belt, it must be thick or it will not look right with the vest (think the same rule that applies to sweater, the bigger/chunkier the sweater, the thicker the belt).