It should also be noted that an exploding die brings on average an extra 0.2 successes and that its variance is really small ($\frac{6}{25}$ if you're curious) so it's actually fairly unlikely to get lots of value from exploding dice, although you can.
All in all, I did the math and OP's right. The average case is +1 Ob is harsher than -1D in a test (the difference between the two situations in terms of probabilities is $\frac{1}{2^n } \times (1+\binom{n-1}{k})$ - where $n$ is the number of dice and $k$ the initial Ob - which is pretty big).
PS : sorry for the TeX writing, I'm just too used to it. Here's my comment as I actually see it : https://www.overleaf.com/17282334ybttggnptfnp#/65790221/
EDIT : actually, if the Ob is pretty close (or higher than) or pretty far from the number of dice, the difference is small so losing a die is a little bit harsher because of the exploding dice but if the Ob is around half the number of dice then the +1 Ob is much harsher.
https://www.amazon.com/A5-Travelers-Notebook-Refillable-Notebooks/dp/B07JW6W5SX
This is the exact notebook I use. I distressed the front to have the BW logo on it, and the notebooks that go inside are dot grid (my personal favorite since it helps with vertical alignment without being cluttered with lines) and cheap, so you can be pretty modular with which notebooks go in and when. I use one for copies of my PCs and NPCs, one for notes on the campaign, and one for general use that I organize my ideas from. I haven't had to replace any of the notebooks yet, but like I said, it's cheap to do so.
You're welcome! I haven't found any must-have module, really, although Dice So Nice! helps me get that tabletop feel.
The biggest tip I have is read through all of StasTserk's wiki on the Github, because there's a few tricky things in there.
For instance, offering help is a little counter-intuitive (the helper has to tick a box on the bottom right, activate the skill, and the main roller then has to check an "accept help" button".
Another thing I recommend giving a practice run-through first is extended tests. It's not complex, but it you need to know as a GM to click a box on the top right to actually award players the tests (and making sure to pick the highest Ob Test at that).
A thing I only just figured out is if you're not making a few template NPC's (a little Rogue's Gallery of your own), I recommend making at least one placeholder NPC with B4 everything. That way, when you need a roll on the fly, you can just use that placeholder NPC to do a quick roll easily.
Oh, and the Foundry VTT syntax for a separate roll (i.e. outside of clicking an element in the character sheets is /roll 1d6cs>=4
to count successes of four and up; note that it's slightly different from Roll20.
If you figure out any good Foundry BW tips, please do share them!
I got most (or maybe even all) of them from the Burning Wheel wiki's downloads page. But here they are organized by folder in a zip.
Also, Roll20 has an option on the 'gear' tab called 'Use window popouts for Characters' (Which is a misnomer. It pops out every window, not just character sheets.). It's absolutely essential to me; although, it doesn't let you zoom in if the text is too small. I know your pain with the window glut.
Edit: Also, the majority of the sheets I posted are from the GM Reference pdf.
http://www.abebooks.com/Burning-Empires-Wheel-Luke-Crane-GhQ/4642330330/bd
Don't know what you deem as a fair price, but this has a few copies, for what I'd say is a fairly high price but...
Also don't know what the legality of it is. But any printing press could do a digital press for like 10 dollars if you give them a PDF. Probably not legal though, even for private use.
I use something similar to this except this one is loads better.
I also have this set-up for the conflict mechanics.
Edit: Also, if I was to run BW again, I'd use Foundry VTT. The sheet on there is next-level compared to the Roll20 one.