I and other Paro-breeders have used both types of bagy without any difference – for Paros. With other fish there might be advantages of the breating bags. And breathing atmospheric air by labyrinths is of course made safer with breathing bags. But it’s not necessary for Paros.
Best however are small plastic containers – e.g. small drinking water bottles or special containers with big round cap – for one or at most two Paros each.