Does anyone have any particular recommendations on which one is better? I don't mind paying for iExplorer, I'm just wondering if there is any issue with reliability/safety/security with either of these two.
Highly recommend it, it's what I personally use.
Also - note that this build of Gridlee is equivalent with MAME 0.139u1 - so when looking for ROMs, you may need to lookup the ROM on http://www.mamedb.com/ to see what version of MAME compatibility for your ROM/game was introduced (especially for newer arcade games).
http://www.idownloadblog.com/2013/01/27/mame-gridlee-guide/
The only tricky part that's missing from those instructions is that you have to run the game once before the roms folder is created.