Great advice EmpressPixie. You should try and not link your bank account directly to utilities as you will have a harder time getting your money back compared to doing so with a credit card. Plus you may not be expecting this withdrawal, or for the amount it is, and you could have other cheques or pre-payments bounce, then you’re getting overdraft fees… it’s disasterrific. As well, if you sign up with a credit card that offers points or rewards, you can get rewards for simply paying your regular bills as you would normally do.
In terms of actual safety, it really comes down to the bank and credit company’s policies and procedures regarding unauthorized transactions (there’s not much point in discussing which actual data is more secure, it’s best to assume they could both be compromised at some time which is true). In my experience, credit card companies are more attuned to both recognizing and holding suspicious purchases, and dealing with unauthorized transactions if they do get through. Banks tend to require more information and hassle to freeze and reissue cards, compared to calling up the credit card company and having them immediately cancel and reissue your cards. The repercussions of changing one’s bank number can have more effects too – I’d have to change my payroll info at work, get new cheques, change other authorized withdrawls, etc.
So by this logic the credit card is more safe. If the gas company does not relent and will only accept a direct bank account link, try to find a bank account that has no monthly fees or limits, and set up an account solely for paying the gas bill. Leave some amount such as average bill price * 1.5 if you can just in case they tag on strange charges.