I used a 3 piece airlock for the first time recently on my Night Moves PA and it worked great. I hadn't cold crashed in sometime due to suckback from the blowoff jar.
This time I did cold crash as I had a big dry hop and a bit of wheat in my recipe. The airlock did suck back a little of the vodka, but it was a miniscule amount and I left the airlock in place when i bottled and I was very pleased how that went as well.
I would only go back to a blowoff jar if I maxed the fermenter capacity and expected some krausen overflow.