We just did a passport in January for my son and we used the DX courier and I also used them for my first son's passport, too. I used DX because you get text alerts as to when they are planning on delivering the passport and it's only a few quid more than Royal Mail. I've never had an issue with DX, so I will likely continue to use them for any future children/passport renewals.
You don't need to fill out anything online. You can just do it at the embassy at the DX window. I think I printed off the form in advance so that I could fill it out at home, but aside from that, it's easy peasy.