I would say the REST API Client is the way to go. The Guidewire documentation for 10.2.4 (latest on-premise release) and Las Lenas (latest GWCP release) point to the exact same REST API Client documentation. Link below (GW partner/customer login required).
So using the REST API Client provided by Guidewire is the best option if you want your development effort on-premise to be able to move to GWCP. Setting up and using the REST API Client takes a bit more of time initially, but should be easier to maintain over the long run. Good luck!