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I can only tell you what a builder has told me and that is that gas is excellent but LPG is not so efficient and is much more expensive. Maybe that helps.

Not sure about pellet costs - but we switched from Bottled to Mains gas when it was available in our village.  No regrets at all

We also switched to mains gas immediately after buying our house, more than five years ago and we are delighted. Easy, clean and convenient. All energy is expensive in Italy, but our gas bills are very reasonable. But then, we have PVC double glazed windows and have done quite a bit regarding insulation. And this is the key: make your house energy efficient.

There is a raft of past heating chat on heating on this forum.  However to reset the parameters a bit: The Gas or pellets  you are considering are expensive and IMHO gas boilers and pellet stoves are on their way out ....   wood, solar and heat pumps are at the economical and ecological end of the spectrum.  To clarify a bit:  take a small air source heat pump (ASHP) consuming the same power as an electric kettle but producing 3 kettles worth of energy, all with minimal maintainance .... it is really hard to for gas and pellets to compete with such a proposition.... I know I'm just considering a small ASHP, but topped up with wood and solar it is easy to install on a single phase supply and makes for a super cheap- to-run system that is as green as Kermit too.  That's not to say you couldn't just have a bigger heat pump system and nothing else.