Note: I'm the dougebag who who asked the question. My IT knowledge isn't extensive. But I did a few hours of research on it which I share below.

Tltr: esim is probably (my confidence is not too high though, read below) the safest.

The basic choice is between using either a wifi hotspot and sim/esim. Between those two wifi hotspot seems to have more of an attack surface and seems to be the more common/easy attack. I am not super confident about this though. I just read a lot of Stackexchange answers on the two topics and that is my vague conclusion! I have NOT found a discussion which compares the two scenarios directly ((e)sim vs wifi hotspot), only discussions on either separately.

Esim is safer than sim because the esim can not be manipulated by someone having physical access to your phone and can not (or lot less likely at least) be manipulated in the supply chain (delivering the sim) which is relevant for attacks exploiting vulnerabilities of "Java Card" (SIM card malware advice). Also, I guess, the chance of being exposed to the type of sim attack that allows for the Simjacker exploit (see https://www.blog.adaptivemobile.com/simjacker-frequently-asked-questions%3fhs_amp=true) is a lot less likely with an esim compared to a sim because esims are "new tec" and we can (hopefully) assume that phone manufacturers are aware of this exploit by now (more so than some "stone age" sim providers in some countries, see the Simjacker technical report from adaptive mobile which has a map with countries in which sim providers still ship vulnerable sim card (configurations)). With that said regarding the most common form of sim attack ("sim swap attack") esim and sim are no different.

tl;dr: eSIM is probably the safest (my confidence is not too high though, read below).

The basic choice is between using either a wifi hotspot and SIM/eSIM. Between those two, wifi hotspot seems to have more of an attack surface and seems to be the more common/easy attack. I am not super confident about this though. I just read a lot of Stackexchange answers on the two topics and that is my vague conclusion! I have NOT found a discussion which compares the two scenarios directly ((e)SIMvs wifi hotspot), only discussions on either separately.

ESIM is safer than SIMbecause the eSIM cannot be manipulated by someone having physical access to your phone and cannot (or is lot less likely at least) be manipulated in the supply chain (delivering the SIM) which is relevant for attacks exploiting vulnerabilities of "Java Card" (SIM card malware advice). Also, I guess, the chance of being exposed to the type of SIMattack that allows for the Simjacker exploit (see https://www.blog.adaptivemobile.com/simjacker-frequently-asked-questions%3fhs_amp=true) is a lot less likely with an eSIM compared to a SIM because eSIM are "new tec" and we can (hopefully) assume that phone manufacturers are aware of this exploit by now (more so than some "stone age" SIMproviders in some countries, see the Simjacker technical report from adaptive mobile which has a map with countries in which SIM providers still ship vulnerable SIM card (configurations)). With that said, regarding the most common form of SIM attack ("SIM swap attack") eSIM and SIM are no different.