Few-Shot Recognition (FSR) tackles classification tasks by training with minimal task-specific labeled data. Prevailing methods adapt or finetune a pretrained Vision-Language Model (VLM) and augment the scarce training data by retrieving task-relevant but noisy samples from open data sources. The finetuned VLM generalizes decently well to the task-specific in-distribution (ID) test data but struggles with out-of-distribution (OOD) test data. This motivates our study of robust FSR with VLM finetuning. The core challenge of FSR is data scarcity, extending beyond limited training data to a complete lack of validation data. We identify a key paradox as a potential solution: repurposing the retrieved open data for validation. As such retrieved data are inherently OOD compared with the task-specific ID training data, finetuned VLMs yield degraded performance on the retrieved data. This causes the validation logic to favor the pretrained model without any finetuning, hindering improvements w.r.t generalization. To resolve this dilemma, we introduce a novel validation strategy that harmonizes performance gain and degradation on the few-shot ID data and the retrieved data, respectively. Our validation enables parameter selection for partial finetuning and checkpoint selection, mitigating overfitting and improving test-data generalization. We unify this strategy with robust learning into a cohesive framework: Validation-Enabled Stage-wise Tuning (VEST). Extensive experiments on the established ImageNet OOD benchmarks show that VEST significantly outperforms existing VLM adaptation methods, achieving state-of-the-art FSR performance on both ID and OOD data.