In XP there was a way to say "change the tile at (10, 10) to something else"
How can I do this in VX(A)?

The only way to do this without a script
would be to use tab 3 under VX(A)'s event listing.
It's called change tileset. but even that probably wouldn't work the way you want.
but other than that you'd probably need a script.

EDIT: Yeah, not finding anything else in the event menu. That feature would have been nice though.