I'm curious as to which of the two is the more tested and generally approved way of sandboxing X11. Both are available in my distributions official repository, but I don't know which one I should choose.
Any suggestions?
Xephyr and Xpra have different purposes:
screen or tmux, providing a virtual X environment and the ability to display the desktop or individual application windows locally or remotely, attaching and detaching as necessary.Xpra can also forward audio, the clipboard and printing services. It provides nested X, but as a subset of everything it can do.
Both are well tested, I don’t have usage figures so I don’t know which is used more. You’ll probably find more examples of Xephyr as a “nested X” solution, which could indicate that it’s more widely used. Both are useful tools to learn to use, so it’s really up to you!