Hornets striker Troy Deeney was involved in all of the home side's best moves in the first half, firing wide after rounding goalkeeper Alex Smithies and striking the Huddersfield crossbar before slotting home a penalty just before the break.
Vydra was fouled for that spot-kick and he doubled his side's lead shortly after the interval before grabbing his second of the afternoon from a Deeney assist in the 74th minute.
Cristian Battocchio rounded off a comfortable win with five minutes left, flicking the ball into the far corner after a fantastic passing move.
Watford came into the match having scored 49 times during an impressive first half of the league season and went close to number 50 seconds later when striker Deeney ran clear but he missed the target from a tight angle after rounding Smithies.
Huddersfield's strike duo of former Everton forwards Jermaine Beckford and James Vaughan kept the Watford defence on their toes and combined in the 20th minute but the latter fired straight at goalkeeper Manuel Almunia.
Two minutes before the break the home side went incredibly close to breaking the deadlock, with Deeney's curling effort hitting the crossbar before defender Peter Clarke, making his 150th league start for the club, cleared the former Walsall man's close-range effort on the line.
Marco Cassetti drove wide at the end of a flowing move before Deeney opened the scoring from the spot just prior to the half-time whistle after Calum Woods halted Vydra's run.
Zola's men doubled their lead after 57 minutes when Vydra stretched to meet an inviting cross from Cassetti with an effort that Smithies could only push into the roof of the net.
Vydra put the game to bed, slotting home after being put through by Deeney. And Battocchio then put the icing on the cake in the 85th minute, meeting Cassetti's cross with a lovely flick into the back of the net with the outside of his boot.