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Which mode is more power saving, to transmit temperature every minute, via ADV, or Connecting?

I want to transmit temperature value each minute.  Yes, the most easy way is via ADV to broadcast it.  And another way is in connecting mode.  I would like to know, which one can be more power saving?  Save how much (any significant difference)?

One thing is confusing me: in the connecting mode, there are many the L2CAP-C packets between two data transmission(see below screenshot).  What is it?  For "keep link alive"?  Can(how) we reduce them to save more power?