Exclusion Zone is better because you don't have to go all the way through VoG until the 2nd to last checkpoint to farm glimmer. It takes about 2mins tops to get to the glimmer farm spot in the Exclusion Zone.
If you can grab the checkpoint off of somebody or you already have it, then by all means go for the Gatekeeper Glimmer Farming method, but it's just more convenient to load up a simple mission.
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Just grab the Gorgons chest. It locks you into that checkpoint and there are always people giving it away.