The threaded caps, at least for me had small air leaks around the return jets. I did not put any Teflon tape around them and they were leaking very small air bubbles. After discussing this with the company where they were purchased, it appears that the threaded ones are designed for above ground pools. The threaded ones work great in the skimmers as the basket is flush, not like the return housing. You may have better luck. Some other members have felt the same way about the threaded ones that they leaked.
I like the black rubber plugs as they create a nice tight seal. They tuck in nicely and stick out about 1/8". I also use the black ones for the pump basket - Both Suction and Return side as extra insurance. If the Jandy Valve from the main seal were to leak a little air, this could cause problems. The black plugs are added insurance.