Electric heaters will essentially turn 100% (ignoring components like fans, LEDs, etc that output energy in non-heat forms) of the eletrical power used by the heater into heat. They all have the same “power to heat” efficiency.
Where they will differ is how they produce and output that heat energy e.g. radiation and convection.
There are far too many variables that we do not know to really give you a solid answer e.g. the volume of air in the room, how well insulated it is, wall-mounting locations (if you are thinking of wall-mounting a panel), where a heater can be position on the floor (relative to the bed and the rest of the room), etc.
Two ways of warming up the people in the room at night: heat up the entire room with a convection heater, or try radiative heat and aim it directly at the people in bed.
I am going to guess convection will be the better strategy, so I would recommend an oilk-filled column heater, and just set it to low-power setting (maybe consider also an electric blanket and pre-warm the bed?
For wider context, Heat pumps on the other hand are considered “200-500%” efficient because instead of converting heat, they are moving heat using the same refridgeration technology your fridge/freezer uses. Can’t make energy out of nothing, but you can move it around.
So of all the types named, it purely comes down to both how you use it and your perception of it. For example a fan heater on low pointing at your legs could feel much warmer than an oil heater at the same wattage you’re not close enough to, because even if its not enough to warm the room, the heat is at least going toward you. Or an oil heater might be able to set to a lower temperature than the fan heater, and you tolerate a lower room temperature, so less power is used. In both cases you’re finding ways to set it to lower power. Another example of this is an electric blanket, they are also the same efficiency but the way you use it means you can have it on lower and focus the heat on just the bed rather than the whole room.
If you use all of them in the same manner to heat the room in the same way (eg raise it to 20 degrees), the cost will be identical.
side note, smart plugs like the Tapo P110 let you toggle on and off devices with your phone or via schedule, and support energy monitoring if you want to track how much power a device is using.