We develop and apply a multi-dimensional account of explanatory depth towards a comparative analysis of inflationary and bouncing paradigms in primordial cosmology. Our analysis builds on earlier work due to Azhar and Loeb (2021) that establishes initial conditions fine-tuning as a dimension of explanatory depth relevant to debates in contemporary cosmology. We propose dynamical fine-tuning and autonomy as two further dimensions of depth in the context of problems with instability and trans-Planckian modes that afflict bouncing and inflationary approaches respectively. In (...) the context of the latter issue, we argue that the recently formulated trans-Planckian censorship conjecture leads to a trade-off for inflationary models between dynamical fine-tuning and autonomy. We conclude with the suggestion that explanatory preference with regard to the different dimensions of depth is best understood in terms of differing attitudes towards heuristics for future model building. (shrink)