It's A.
Using premultiplied alpha has benefits. Specifically, it's faster.
You don't need to worry when you see those black outlines because they don't come out in the game. You will only see them in the image viewer.
What you need is the correct shader/render settings to use it. But it's a very common way of rendering graphics so most frameworks and engines will have it built-in. (Except maybe if you're using a browser-based engine/javascript)
What game engine are you using? Maybe some other users can help you use premultiplied alpha.