Arriving at Terminal 2 and are staying near the Gloucester Road Tube Station. Seems like there are 3 options:

Heathrow Express or Elizabeth line to Paddington and then which is the best way to Gloucester Road?
Piccadilly Line and just get off at Gloucester Road

Pros / Cons of each? Cost is not an issue and we do have time before checking it but it may be better spent grabbing a bite instead of sitting on Piccadilly, which I understand can take a while.

This will be our first time taking any sort of mass transit from the airport so as much detail / tips / tricks as possible would be greatly appreciated.

Trip will be at the end of Dec.