I've used both with good success. overall, I prefer to burn. Pros and cons.
The chopper has advantages if you ever need to replace a feather. A chopped feather would be somewhat easier to replace. Not saying you cant replace a burned feather and re-burn as long as your burner ribon has not been modified.
I have trouble getting clean consistent cuts with some of my choppers and that gets annoying.
Burning is a bit messy, smelly and smokey, but a fun to do. It must be done in a garage, shed, barn, or on a picnic table on a calm day.