You use the DFU file with DfuseDemo
You use the bin file with STMCubeProgrammer (current downloadable version)
I think either version works with nanovna-app (but I don't remember for sure).
DfuseDemo and nanovna-app require the driver that shows up in Device Manager under "Universal Serial Bus Controllers" as "STM Device in DFU mode". This driver needs loaded into Win10 or Win11 if you haven't already done it, and is part of the DfuseDemo package.
STMCubeProgrammer requires the driver that shows up in Device Manager under "Universal Serial Bus Controllers" or "Universal Serial Bus Devices" as "STM BOOTLOADER". This one is the standard driver in Win10 and Win11.
If you do not already have the driver set up for nanovna-app and DfuseDemo, I recommend using STMCubeProgrammer, which you can download from the ST.com site - simply because you don't need to deal with windows driver issues.
Regarding the MS vs SI version: they both use the same firmware build. Just go into the Config - Expert Settings menu and select the SI or MS mode. [At one time DiSlord and others were making separate builds for the two, but the only difference was the initialization of the processor mode parameter.]
