I believe you should travel aboard with option B.
Since you are an asylee, meaning, you are without any country and in a Stateless status in the US. So traveling with Nepalese passport would mean you still consider yourself as Nepalese and Nepal as your country. That might create problem during your naturalization as well as in the port of entry when you return to the US.

That being said, there are several people who used Nepalese passport and traveled aboard in asylee status. And I am pretty sure several of them have become US citizens too by now. So kind of a gamble on your part to take.

I am not a lawyer so it is just my two cents thoughts. I might be right or I might be totally wrong.