From Bank to Paddington, maybe walking to Moorgate is quickest - although you have to factor in that only half the trains from Moorgate go to Paddington, and they take you to the wrong end for the ticket office and other facilities. But having spent most of my career working at Central Line stations between St Pauls and TCR, Lancaster Gate is definitely the preferred option over changing at Oxford Circus and taking the infrequent and circuitous Bakerloo Line.
In general, links within Zone 1 are not shown as the tube map would be too cluttered.