Thin films have more defect density as compared to bulk samples of the same glassy alloys, hence sometimes bulk samples are more useful for electrical studies
If in the real application film will be used, than film should be chosen. Depending on coating process, the composition and properties will/might change. Lower and top layer of the film might have different conductivity due to the defects. Vacuum thermal evaporation usually changes the composition.
If by pellet you mean to compact powder, it might be difficult, because to compact it you will apply force that might cristalize the chalcogenide and you will have remaining voids. Voids will change the current path. Colleagues have cristalized some of the chalcogenide glass compositions during preparing powders for X-Ray.
If you have bulk samples that can be grinded to rectangular shape, this would be the way to go, but many chalcogenide are to brittle and break apart during grinding.