zonkie means a way to then go the next level down, to see the vassals of vassals, i.e. the vassals of immediate vassals. It's slightly annoying in large realms in vanilla, but given that the vast lands of Westeros is almost enitrely under the vassalage of one of the Lord Paramounts, the direct vassal view is of limited used outside of a Mega War.
In vanilla thats available by diplomatic relations map.
You click on the Duke and its own lands will display in light green, while his vassals will be dark green. Still far from good though. Sorry, i can't speak for AGOT, haven't played much with it (simply as i'm not much into fantasy).