Personally, I prefer the pouncer. I have never found it that difficult to remove, but I just give it a swipe over whatever I'm marking. Sometimes I have to remark as it's rubbed off. If there is any left after I finish quilting, I just wipe a slightly damp cloth over it and it's gone. I have never used the blue chalk, so cannot comment on it. I have heard that it is more difficult to get rid of.
I am somewhat paranoid about marking quilts as I'm so afraid it will stay on the fabric. I usually undermark because of this paranoia. My suggestion would be to keep some of the fabric the quilt is made from to test out marking devices. If they come out easily that would be the one to use.
I think different things work for different people. Depends what we are looking for.
Good luck in finding what works best for you.
Aileen