There is no good or bad way , you to need evaluate the options, here are some comapre which might help the decision
Azure Data Factory:
Advantages: Fully managed cloud-based data integration service, can handle complex data transformations and ETL scenarios, supports incremental data loading.
Disadvantages: Requires some experience with Azure Data Factory and may require additional configuration.
Azure Storage Explorer:
Advantages: Easy-to-use graphical user interface, free and cross-platform, supports exporting data to CSV files, which can be easily imported into Azure Cosmos DB Table API.
Disadvantages: May not be as efficient as other methods for large-scale data migrations, requires manual export/import steps.
Azure PowerShell:
Advantages: Powerful command-line tool that can be used to automate the migration process, supports exporting data to JSON files, which can be easily imported into Azure Cosmos DB Table API.
Disadvantages: Requires some experience with PowerShell and may require additional configuration.
Azure Cosmos DB Data Migration tool:
Advantages: Easy-to-use graphical user interface, supports continuous migrations, can handle large-scale data migrations with minimal downtime.
Disadvantages: May not be as efficient as other methods for small-scale data migrations, may require additional configuration.