Acrylics like Vallejo are notorious for clogging the needle tip, thin the paint 50/50 or even as much as 40paint 60 thinner. You can use water but its better to use Vallejo's own brand of thinner.
BUT the best thing and this is also advocated on plastic modelling groups as well as Vallejo youtube videos, is to put a couple of drops of flow improver into the cup as well, this really does help avoid the clogging, I use this technique myself. Vallejo also market the flow improver its around a fiver for a 100ml bottle.
The reason it happens is that acrylic paints are heavy in pigment and even though it is ground finely, you are still trying to squeeze it through a 0.2 or 03mm needle tip, the airflow is drying it as it leaves the tip. Also try and keep the pressure below 20psi, vallejo recommend 15psi - I find this too low unless using model air paint, even then it needs to be thinned somewhat.