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Vardy, who struck twice in Sunday's 2-0 win at Sunderland, has kept Leicester firmly on course to clinch their first English top-flight title.
Ranieri's charges, who were on the brink of relegation last campaign, are seven points ahead of second-placed Tottenham Hotspur with five games left to play.
Tears, no fears as Ranieri's Leicester close on title
"I don't really get the chance to practise that much on my finishing because we have our shooting drills early in the week when the gaffer's wanting me to rest my legs," Vardy told British media.
"So normally, when there's a bit of shooting, the gaffer tells me to go inside! I'll keep doing that if it means I'm saving my legs - and goals - for games," said the striker whose 21 goals have helped the team inch closer to a fairy-tale league triumph.
Leicester's title surge built on simple foundations
The prospect of winning the title has brought its own pressure on the team, but Vardy said the team were laughing in the face of it.
"We are always laughing. It's the same group of characters we had at the start of the season and to be honest with you that's the good thing about us. It's a squad and we are tight knit," Vardy said.
"That's how we have been from day one. We're only looking ahead to the next game. Next week. That's all we have done all season, one game at a time."
Ranieri still in denial over Leicester title bid
Leicester can take a step closer to the title when they host West Ham United on Sunday.
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