(Not directly VFI Toolkit related.)

For those who are more generally interested in parallel computing, including GPUs, the following is a link to some materials created as part of a recent workshop I gave on the topic. They provide an introduction to the concepts of parallelization in general, and GPUs in particular.
robertdkirkby.com/computing-especially-gpus-for-economists/

The conceptual aspects are largely independent of whether you use Matlab or any other language. Short Matlab codes illustrating some of the concepts are included.

To be able to run all of the example codes you need a computer with Matlab (including Parallel Computing Toolbox) and an NVIDIA graphics card. You will also need to make sure to install CUDA (the drivers for your graphics card also need to be installed, but this is typically already the case). The NVIDIA graphics card must be CUDA-enabled but this is true of almost any NVIDIA card sold in recent years.