Le Tissier is the best one.
He's objectively better than all those behind him in the list, having took more and scored more, but the 2 ahead of him with 100% records haven't even taken half the number of pens he did. Also having missed only 1, his run of consecutive penalty goals will be longer than either of their records alone.
Palmers record set is "the longest 100% conversion record in the competition" which sounds better, but it just means the Southampton man missed one of his first 12 and so he'd never get the 100% conversion thereafter. He's still gone on a longer streak than both.