Well, now there are seemingly many problems in getting a Dwarf engineer a close look.
Every plan has many issues if you want to poke it.
Fire relies on managing to set enough fires for it to matter (given it's Ork settlement, they must have fires quite regularly, so it's harder than it sounds) in a small enough timeframe to not be late.
Shadow leaves us relatively open to attacks, and with each Shaman being a Hero Unit (and thus unlikely to be killed fast enough), open to dispels too.
Thorns relies on Panoramia not miscasting - and, again, is open to dispels.
Explosives relies on managing to sneak in, examine architecture, and sneak out, and then blow the thing up.
Projectiles has no big weak points, but, being a straightforward battle plan, is liable to incur more casualties.
Way I see it, Explosives is the simplest of Gimmick Plans, and is easiest to fall back
from, thus making it preferable first option.
As BoneyM said we are going to fall back on second-most-popular option if the first fails, we can pick fallback too - either Shadow or Fire should be decent "well that didn't work" options, in different ways.
But, Shadow and Fire are, I think, hard to fall back
from, because they rely on getting started when fighting starts - we will not have time to start fire or examine architecture if the battle is ongoing and we, for example, have miscasted Shadow, or were dispelled by some Shaman. Same goes for Fire, maybe moreso. So those are bad
first options, while being good fallback ones.
edit: Goes for all options sans Explosives, really; each of them is a good "fuck that did not work" button, but each is a poor "let's try it and then do something else if it fails" option, cause they all imply fighting has already started and thus falling back is hard. Sans maybe Thorns, actually - if it fails/is dispelled, we can just ignore it (and heal Panoramia if she is hurt) and proceed with whatever was second choice. Hence me voting for Explosives - it's far from ideal, but easiest to fall back from.
edit 2: Shadow failing can be not too bad either, I suppose, depending on the way of failure. But it still leaves us sitting on Citadel attack without a way to deny the caldera Orks way in - Projectiles or Thorns would be a decent fallback from Shadows, I guess.
Fires are piss-poor at being second, I guess? Not sure.
Projectiles suck at being first, being conventional battle and thus leaving no time for other options if they fail (sans
maybe Thorns), but are arguably best fallback option - if we fail at any Gimmick Plan, we fall back to tried and true shooting things.