We apply a suite of different estimators to the Quijote-PNG halo catalogues to find the best approach to constrain Primordial non-Gaussianity (PNG) at non-linear cosmological scales, up to $k_{\rm max} = 0.5 \, h\,{\rm Mpc}^{-1}$. The set of summary statistics considered in our analysis includes the power spectrum, bispectrum, halo mass function, marked power spectrum, and marked modal bispectrum. Marked statistics are used here for the first time in the context of PNG study. We perform a Fisher analysis to estimate their cosmological information content, showing substantial improvements when marked observables are added to the analysis. Starting from these summaries, we train deep neural networks (NN) to perform likelihood-free inference of cosmological and PNG parameters. We assess the performance of different subsets of summary statistics; in the case of $f_\mathrm{NL}^\mathrm{equil}$, we find that a combination of the power spectrum and a suitable marked power spectrum outperforms the combination of power spectrum and bispectrum, the baseline statistics usually employed in PNG analysis. A minimal pipeline to analyse the statistics we identified can be implemented either with our ML algorithm or via more traditional estimators, if these are deemed more reliable.