Hello Luca,
there should not be a significant difference between the two. I would give more trust to a simpler UDP as it requires less user resources and may be a bit faster. The UDP is also closer to the native FreeMASTER protocol, which is a simple datagram-oriented request/response communication. With TCP, the messages are extracted from a data stream which requires a bit more complex processing.
As the network support is still quite fresh, we do not have so much experience with the performance, robustness and other features yet ourselves. You may share your observations from using the UDP and TCP with the community later using this thread.
Thanks,
Michal