Simulator. Period.
Especially for a first TR. The sim training allows you to simulate a lot of emergencies that connot safely be simulated in an aircraft.
Smoke in the cockpit, decompressions, etc. Yes, you can simulate an engine out by pulling one engine back to idle. But it is potentially more dangerous in the real aircraft and only somewhat realistic. In the sim you can have unwanted thrust reverser deployment (well, not in the CJ), vibrations, flight control problems etc.
The sim will never feel exactly like the aircraft but that's not the point. It is very good for practicing emergeny procedures.
If sim training is available, go for it.
If FSI are too expensive, explore alternatives, especially in the USA (SimCom for examle).
Hope tghis helps. Best of luck for your first jet type rating.