Dual-wielding Turoxi(sp?) isn't going to win the game, as any wands/scrolls you keep in your inventory outside a box is very likely to break/burn at some point. Effectively this means that you either burn through teleportation sources very rapidly, or using a teleport takes one additional turn for retrieving them from the box. Potions might also be in danger from the explosions, though I'm not completely sure whether Turox was capable of breaking those.
GC4 isn't too far down to change weapon skill yet, so both Mjolak and the staff are both possible choices. Mjolak is easier to play with, but forces you to the chaotic side of things. It's also more effective as a weapon off the bat.
However, the staff can arguably be a better weapon in the long run as with careful play it effectively conveys the same buffs as Justifier does. The clouds are quite tough to manage properly and require you to think out your fights very carefully to keep hostiles out of the blue clouds. 1-wide tunnels will become nasty places to fight in, as chasing mobs will force you to move through the red clouds and backing up lets them get to the blue clouds. With patience, planning and a good lot of enchants, you might find more success with it than Mjolak.
maybe
If you've got enchants and intend to continue past Elpuri, I'd go with Mjolak. Otherwise, keep the Turox and maybe possibly even dual wield them for maximum explosive entertainment value. Because more explosions > less explosions.
Regarding Astr, Mjolak trains it much faster than Turox does due to Turox only requiring 13 Astr to wield with one hand. For Mjolak it's much higher, though I can't recall how high.