In GAS Rest Library migration, you can see a port of Rest to Excel library from VBA to Google Apps Script. This handles many complex queries and generally can execute them in a few lines of code using the libraries - see Using the mcpher library in your code. GAS is more suited to this kind of work, and it's kind of suboptimal to do things in a VBA way - unless you are planning to support both platforms with the same apps.
Here's a simple GAS restquery without any dependencies. The objective for this example is to use the wikipedia stats api (stats.grok.api), to concatenate a bunch of queries into a single Google Sheet.
The grok data looks like this. I chose this since it's a little funky , in that it uses data values as key names, so we have to do a little bit of unusal coding compared to normal rest query response data.
After creating an empty sheet called 'grok', I run the function testGroks() and get this
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