Grub or Windows Bootloader for Dual Boot?

Depends, both work well, use the one you feel most comfortable with.

If you want support from the Linux / Ubuntu community , use grub.

If you use the windows boot loader, your support will be either Microsoft or the Windows community.

I personally would recommend GRUB to you as it automatically detects all installed OS (as you can see) and has more options (I mean possibilities to configure it as you want). By the way it definitely looks nicer, especially when you personalized it using Grub-customizer. It's a GUI tool for Ubuntu that makes the configuration super easy. Just google how to install it (3 lines of terminal input) and have fun. You can rename entries, put them in subdirectories, configure the screen resolution, fonts, colors, background image, delay, default option etc.... And it is a free open-source software which is (almost) always better than commercial stuff (personal opinion). Besides, as you recently installed Ubuntu, GRUB is your current bootloader anyway, why should you change it? You still can do this (using a rescue bootcd/stick) when/if ever something happened. Additionally, my personal experience is, that it is much easier to make Windows fail booting than Linux. This usually does not mainly depend on the bootloader but on what happens later, but you see what I mean...