Option 3:
Have a mid sized tanker offloading fuel from the harvesters to a nearby fuel dump which the megatankers then pickup from.
Why? The process I've described doesn't need the help of an auxiliary tanker. In relative terms the distance between a gas giant and any of its moons is negligible for any fuel harvester that has an engine.
In general it would be cheaper to move stuff with a small tanker than the entire station, but at the same time I don't think it matter much which way you do it.
In C# I will probably have harvesting stations which I tug in place and a fuel station to which the harvesters unloads the fuel from its own relatively small fuel tanks. I would then collect fuel there once in a while or simply use it as a fuel station. You are going to need specific tanking equipment now anyways so no point in just dumping it in a colony anymore, you might just have it in a separate fuel station.
In VB6 I also just deploy them as stations and tug them in place, they all have their own fuel tanks. I then send a tanker there to collect the fuel once in a while, these small tankers are very cheap to run.
I rarely find much reason to put engines on anything that stay in one place 99.9% of its lifetime.
I also feel it is a bit of a cheat to use colonies this to simply dump fuel... you still should need to house the fuel in some form of tanks. That is why I don't like to do this unless I have a proper base with infrastructure on it, but this is a role play restriction on my side.