I think it's fine the way it is. Though I guess you could change it to "<vocaloid name here> songs" if that seems to be better.
I also think the current name is fine. It suggests that the VOCALOID is simply featured in the song. If it was simplified to something else, it might be a little misleading since some of the songs they are only a backup singer or in the chorus.
Yeah, one of the reasons why they say "featured" is due to influence from the Japanese producers that have done this in the past with Miku.
Anyway, some suggestions would be nice. I just want to attempt to get things down to the basic form so the sub-categories are easier to read at a glance and to sort upon editing without worrying about adding certain elements.
How about "VOCALOID name/Featured vocals" ?
E.g.
Umm, what does everyone else think about this? ^^'
If the category had to be changed, I guess something like "Category:VOCALOID name/Featured songs" would be OK. I'd like it to include the word "song".
The categories are already fine as they are, in my opinion.