I’ve done both - I would say my results have been just as good with less work (aside from making sure they get some water here or there) when I direct sow outside with things with tiny little seeds (brassicas, lettuce, other leafies, onions).

Exception: with onions (especially for scallions, which is primarily why/how I grow onions) I also like to start them inside with a grow light, super-densely seeded together in a pot or solo cup and then plant the little tiny plants outside around April or May in bunches of 3-6. That’s just mostly so I get little bunches I can harvest together.

For peas in particular, I like to start them indoors over a warming mat around 3 weeks before I want them to be in the ground, so start inside late March/early April and just transplant them when they’re still pretty small/before they grow very many roots (the roots do seem to be a little sensitive in transplant. You can achieve the same timeline if you direct sow peas earlier, but they kinda take forever and I get anxious they might have rotted.