It's confusing if I want to make the Grid Fill way using Bridge Edge Loops and if I want to make the Bridge Edge Loops way using Grid Fill.
Hey Ernesto, if you find a situation in which they both work, use whichever one you'd prefer.
The technical difference is that you can only use Bridge with two edge loops, while you can use Grid Fill with one edge loop (a circle) or more, as long as there is an even number of vertices.
Also, Grid fill will not work if the loops are disconnected (like in the video's example), while Bridge will.