Cruz himself confirmed that here:
http://www.bloomberg.com/politics/videos/2016-04-15/is-ted-cruz-vetting-potential-running-matesHe confirms that his campaign has already started vetting potential running mates.
They've presumably started the process of vetting people via public records. That is, the people being vetted don't yet know that they're being vetted. But at some point they have to proceed to the stage where they need the cooperation of the potential running mates themselves--e.g., you need the prospective veep to give you a bunch of financial records that aren't already in the public domain. So this is the potential stumbling block, that might prevent the Republican candidates from picking someone who doesn't already support them. Since the presidential nomination remains undecided, prospective veeps might not be willing to be vetted by anyone other than the candidate who they've endorsed.
