"Skip the line" is a tour-company invention that makes you think you have to pay extra to get this benefit. In truth, anyone with a timed-entry ticket/reservation purchased in advance from attractions which offer or require (e.g. Galleria Borghese) them avoids a long wait. Those long queues are for tourists who show up without reservations/timed-entry tickets. As advance, timed-entry tickets sold by the attractions themselves are almost always the least expensive, they also tend to sell out very quickly. This is especially true for high and shoulder seasons so yes, if there are no standard-entry tickets or economical tours left on the websites, you have to choose an option that will mostly likely cost you more. Supply and demand, ya know? :O)
You never avoid security-check queues where those are in place, and they tend to move quickly. The requirement to show up 15 minutes before the time noted on a reservation for the open bus tour is to pass through the security check and on to the tour desk.
I've no idea where the bus tour ends but can pretty much assure you that it'll be in a location that will allow you to access the museums without an additional security check 'cause the tour doesn't leave the confines of Vatican City. It may be the same spot where the tour started. I am also pretty much certain that it will not allow you special entry to the Sistine. There is only one way into the chapel and no separate express-entry queue that I've ever heard of. You will end up in the same internal line as everyone else waiting to be admitted.
If you want more info, call or email the museums:
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