I think it is a bigger hiddur to use the pre-made ones where there is less of a mess and they actually stay lit until the oil burns out. When people set up their own oil and wicks some will often not work well and will go out quickly. The fact that it burns nicely and is clean is a hiddur even if it is less “yegia” to set it up, isn’t it the lighting itself that is the mitzvah?
And in terms of yegia, technically there is more yegia in making a parnasa to afford the ready made ones though you might not notice it b’shaas maaseh while you are working (or swiping your father-in-law’s credit card)