This can be a tricky little thing. It's easier, of course, then having to refer to an unnamed character in a novel because you don't have to use narrative descriptions as often but it may still come up often enough to become annoying. Especially when you have to re-introduce them after they've left the group and returned.
You could drop a reminder of when you last saw them: "That man who threatened you at the pub yesterday approaches...."
Or you could describe them with a piece of back history: "That snotty kid who doesn't like your sister approaches you...."
You could use a physical indicator: "The dark-haired vampire approaches you.... The dark-haired vampire draws his gun...." Just make a point to use short, sharp and shiny descriptors that are also distinct from any other unnamed NPCs in the scene. If one is dark-haired, the other could be blond.
Or you could use a description of their personality: "The brash idiot comes up to you...." If you're going with this option, it's best to use descriptors that the player or character uses as your descriptions are meant to be either factual or are meant to reflect the player characters' perspectives, where possible. If the player character thinks the brash idiot is awesome, then they'll be annoyed at you calling them a 'brash idiot'.
Also be aware that your descriptions will influence their opinions of the character, so that otherwise unknown character might now be considered a 'brash idiot' even though they originally didn't have much of an opinion. This is why you should always use neutral terms when describing an unnamed player character, as even if the other PCs think of him as a 'brash idiot', it's really not a good idea to reinforce it or else the players won't be able to think of him as anything else.
My partner is quite good at giving characters some depth very quickly. Of course, he's one of those rare Storytellers who can do a convincing job at multi-character conversations by utilising vocal tone and body language. Even so, he'll often still need to throw in a description to indicate when an unnamed NPC comes into the conversation for the first time.
The other trick is not to vary your descriptors too much. If it's the 'dark-haired vampire', he shouldn't later be the 'fat vampire', the 'macho vampire' and the 'vampire in the Metallica T-Shirt'. The whole point of the descriptor isn't to draw a picture for the PCs but to give them a brief line that can be used instead of the characters' name for awhile.
So what do you use to refer to nameless NPCs? And do you have a really funny example that either you or someone else used to refer to someone?