You are right, ferrite bead can do the job in eliminating high frequency currents through outer conductor of coaxial cable. If they will not interact with antenna field it is okay for your tests. But you need to check it. About differential line I do not think that it is better than coaxial cable. I know it. Coaxial cable just seems to be very good, but it is far from it. Please check, for example, Henry Ott's book and you will find the table with practical numbers for different types of transmission lines parameters. If you have no this book I may send to you this table as scanned page. Coaxial cables are far from to be perfect.
Transformer is a good solution when you need galvanic isolation, but it will not help when you need to minimize any interventions into electromagnetic field around your DUT. In order to minimize it you need to have very thin probe with as smaller metal parts as it possible. In this case small size differential line can be a good choice. It may be done with high impedance, which can be reduced at the ends with transformers, especially for narrow band applications. But even without impedance reducing you may use it because you know this line (probe) parameters and always can de-embed them.
When we are talking about EM field interactions even plastic parts may contribute to final result because they are occupy some space and change the effective dielectric constant of antenna environment. Depends on your application you need to count such effects.
I do not know your particular situation, but very often I use short (about 1 to 2 cm) thin (47 mils or about 1.18 mm) semiridgit coaxial cable as end-lunch. It is good for measurements, but definitely may affect antenna EM field. It is easy to calibrate VNA with this end-lunch probe and you may not be concern about currents flowing through outer conductor.