Vaughn used the Dimensional Gate to send the fantastic beasts into the World Within the Painting. After saying goodbye to the reluctant unicorn ladies, he took Firenze and Magorian for a walk along the outskirts of the Forbidden Forest.
As they parted, the two centaur leaders clearly noticed the fury in the unicorns' eyes as they looked at them, as though they had stolen Vaughn away.
It was hard to imagine a human male could be so popular with unicorns.
Although Hagrid dearly wanted to stay and listen, he restrained his curiosity and returned to his hut, saying he would bake some rock cakes for Vaughn to take away.
Ever since Vaughn had casually told him that Dumbledore loved rock cakes, Hagrid had acted as though he had found a kindred spirit. Every time Vaughn visited the Forbidden Forest, Hagrid would thrust an enormous parcel into his hands.
Why didn't he give them directly to Dumbledore?
Hagrid had tried, but Dumbledore had politely declined. He had not understood why until Vaughn explained the reason: the headmaster felt awkward accepting frequent gifts from members of staff.
So Hagrid came up with a brilliant solution: give them to Vaughn and have him pass them on to Dumbledore.
Of course, he had no idea that Dumbledore did not actually like rock cakes. Though the centenarian was a Legendary Wizard, his love of sweets meant his teeth were hardly in excellent condition.
As they walked through the woods, Firenze kept his equine body slightly behind Vaughn, trying to bring his human torso level with him. "Mr. Weasley, what would you like to discuss?" he asked with a smile. He had his suspicions; he thought Vaughn had most likely come for the centaurs' prophecy.
Vaughn glanced at Magorian, who was clearing the way ahead. Although