You mean SPI, not SDI right?
SDI is a serial interface generally used for video and runs in the hundreds of megbits per second range, I don't think a PIC will cope with that :-)
Technically, SPI being a sychronous protocol, is a bit more efficient since there's no need for start/stop bits so to transfer 8 bits you send 8 bits while with UART you have to actually send 10 bits to transfer 8 bits. This is ONLY for the interface between the uC and the module, it has NOTHING to do with how the module actually encodes and transfers the data over radio link.
SPI might also have an edge when it comes to variation in Clock frequency. If the respective oscillators for the uC and module drifts apart when using UART they might drift out of sync, that can't happen with SPI since it's synchronous.
With all this said and with the knowledge that PBP doesn't have any built in routines for "hardware SPI" like it has for hardware UART I'd say that USING a module with UART interface will be easier than one with a SPI interface.
The way that the module communicates with the uC has no bearing whatsoever on the range, speed or performance of the actual radio-link.
/Henrik.
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