It's up to you - but wet shaving (which is what the Tinkle is) takes more time of a morning. It's also harder on your skin if you want to do it a second time in the evening because you're going out or you've noticed that you've missed a couple.
Shaving is less likely to cause spots because it doesn't break the hairs under the surface of the skin and also exfoliates the area, so reduces the chances of ingrowns - as long as you don't apply any pressure at all. A men's razor is the best for that, rather than a women's branded little one. You just gently float the razor over your skin/unscented shaving product.
However, if you need to do it as regularly as me, which it sounds like you do damn PCOS that exfoliation, combined with accidentally putting too much pressure on the blades can also irritate the skin.
The improvement in my skin since switching to a Philishave (a rotary shaver is better than a strip one) is huge. Whilst they obviously still come through, they don't feel as sharp or as noticeable. The only time I'll use a razor is for a special occasion where I'm wearing full makeup; even then, using the electric normally helps, as there's just a tiny amount to float the blade over and my skin is in better condition already, meaning I'm far less likely to react to cosmetics or moisturiser over the area.
If you're worried about any shadow, a slight change in tone of concealer over the area counteracts the bluish tint and if you like to use contouring techniques, a pink or slight orange/red tone to the bronzer rather than a cool tone helps make it imperceptible.
That way, with a healthier, less traumatised skin, you can stick to using gentle products for chemical exfoliation if you choose to. And wearing sunblock without it causing a reaction.
Everybody gets wrinkles in the end, though. Worrying about them won't change the fact that one day you'll be in your fifties. Keep your skin as healthy as you can, wear sunblock and there will be fewer, but ageing is still a natural process. What's important to have skin that feels comfortable in the meantime - and threading doesn't do that - stick to using it for fine detail in brows.