Cross Validation for Different Metrics - Sklearn
It only really matters if you want to shuffle your data in the cross-validation. The default for both cross_val_score and KFold is to NOT shuffle.

If you do want to shuffle your second option is best if you want to make sure that you are comparing scores across the same splits on the data. 

Keep in mind that in the default KFold(shuffle=False), so if you want to shuffle your data make sure that you set Kfold to:

kf = KFold(n_splits=10, shuffle=True, random_state=seed)