I think it’s reasonable to expect less aroma will reach the beer of you use a bag or spider as it will contain the hops and retain some of the aroma and oils. On the plus side you don’t really need to cold crash and get drinkable beer quicker. If you chuck hop pellets straight in, as I do, you will need to cold crash for at least 48 hours. You should get a better effect from the dry hops as they are in full contact with the beer, but expect a longer time to carbonate as more yeast will drop out of suspension and not reach the bottle. Overall if you’re not in a rush put the hops pellets straight in, cold crash down to 2 degrees for the last couple of days at least, on bottling day syphon the beer to a clean sanitized bottling bucket, add the priming sugar, dissolved in boiling water, and then bottle. Leave bottles at room temperature for 7-14 days then they can be stored, chilled etc. You can attach a muslin bag to the syphon to catch any green matter but with a 48 hour cold crash I find I don’t need to do this because the vast majority sinks to the bottom.