Which time do you think Majin Vegeta was referring to?

[Hector]

When he said Goku saved his life once.

 

[Tapion]

Krillin.

 

[Captain Cadaver]

It's obviously when he told Kuririn to spare his life, given that Vegeta would later reference it in his "You are Number One" speech when talking about how Goku didn't kill him when he had the chance.