Is there a decreasing sequence of sets in $\mathbb{R}^{n}$ with these outer-measure properties?
Instead of considering one Vitali set, consider all of them: $\{V_q: q ∈ ℚ\}$ and put $E_n := ⋃\{V_{q_k}: k ≥ n\}$ where $ℚ =: \{q_n: n ∈ ℕ\}$.
Instead of considering one Vitali set, consider all of them: $\{V_q: q ∈ ℚ\}$ and put $E_n := ⋃\{V_{q_k}: k ≥ n\}$ where $ℚ =: \{q_n: n ∈ ℕ\}$.