At a minimum you’d need to eat the same veggies with fat, since some vitamins are fat soluble (why you should always have salad dressing of some kind). A food’s nutritional profile changes as you cook it, and nutrition changes depending on what else the food is eaten with. I think you’d need to better define what nutritional benefits you’re hoping for to better answer this question - which is healthier is too broad. If your goal is say, maximizing magnesium intake, then you can start to look at the best ways to eat veggies to do that. If your goal is just eating the most veggies, you can factor in what’s most enjoyable to you, or what’s most likely to build the habit of eating more veggies (maybe it’s easier to eat salads, or more fun to experiment with a different veggie each night). Etc - good luck!