Hi,
Personally I'd prefer the KaTeX macro since I'm more used to them, and they can be reused if you ever want to copy them to a LaTeX file.
And with the new improvement, the macro defined are available globally so you don't need to worry if they are in the scope or not.
Also I mapped \bA-Z, \cA-Z, \fA-Z to \mathbf{A}, \mathcal{A}, \mathfrak{A} respectively, and many other operators, e.g. \Id to \operatorname{Id}, which is really convenient.
But based on usage, TW macro may also be very useful (e.g. you can create multiple equations, and even texts and other stuff, within a single TW macro.