File > Import > Import Transactions from CSV. You map columns once and can save the mapping as a preset. This is the right choice if it handles your bank's file.
OFX transactions carry an ID (FITID). If you import an overlapping date range again, GnuCash can recognise transactions it already has. Useful when you download overlapping statements every month.
QIF carries categories. GnuCash asks whether dates are month-day-year or day-month-year, so match the choice you made when converting.
Ferrowick CSV Converter produces OFX 1.0.2 (stable transaction IDs) or QIF from any bank CSV, offline. Check the totals it shows against your statement before importing. Free demo.