IIUC both functions use the same algorithm under the hood (also see this). The main difference is that BCryptGenRandom will not work on Windows XP, but otherwise it looks like BCryptGenRandom should be preferred. IIRC Rust explicitly does not support Windows XP anymore, so it should not matter.
@chouquette
Can you help here? In rust-lang/rust#60260 you have used BCryptGenRandom for UWP targets and left RtlGenRandom for non-UWP targets. Is there a reason for that?
cc @GabrielMajeri