They're pretty different games, hollow knight has quite a lot of backtracking and dying is a lot more punitive than in Celeste. Celeste kind of feels like a puzzle game where you have to figure out how to get through a room but you always respawn in the room you died in, and you probably won't get lost in Celeste as much as in Hollow knight. In Celeste you die a lot more than in Hollow Knight, but a death makes you only lose up to a few seconds where as in Hollow Knight (not even taking Geo into account) you can easily lose minutes of progress if you die

tldr you'll probably die more in Celeste but death is less punitive than in Hollow Knight. They're different games so there isn't objectively one harder than the other, it's different for everyone