Hello,
Is it better to configure the VLAN ID on the SFP interface or on the BRIDGE? E.g. with a CRS3XXX or MIkrotik 3011?

If only one interface will be member of said VLAN, then theoretically it doesn't matter (regardless the device type). In practice it is benefitial to use bridge, CRS3xx support L3 HW offload which only works in conjunction with (single!) bridge. RB3011 doesn't support L3 HW offload, so this consideration doesn't apply. But using bridge doesn't hurt (too much) either.

If same VLAN spans multiple ports (for switching duty), then using bridge is the only correct way. Vast majority of device models (mentioned two included) support L2 HW offload ... of one bridge per switch chip (most devices feature single switch chip, some, including RB3011, have two). Indeed L2 HW offload implementation differs, on Atheros/Qualcomm switch chips it has to be configured manually under /interface ethernet switch, while on others brudge configuration is offloaded to switch chip automatically by ROS.