UDP. I always use UDP w/ OpenVPN, regardless of the provider, unless it gives me problems.
I'm having some trouble getting FastestVPN working. It's not connecting. The setup instructions on their site don't match the ASUS Merlin fork build that I'm using. Do you see anything obviously wrong? I'm trying to set it up to work with MLB TV on my Roku TV. Right now I have "Redirect Internet Traffic" set to "All" but I assume I'll need to set it up to route the IP of my TV to MLB (whatever IP that is).