Be careful of your jurisdiction. In some places, the act itself of secret recording can be a criminal offence. In that case, you will want to include the possibility of prison in your cost-benefit analysis.

E.g., Germany: StGB 201 § 201 Verletzung der Vertraulichkeit des Wortes https://www.gesetze-im-internet.de/stgb/__201.html

In some places, secret recordings are useless as evidence (e.g., two-party consent states in the United States), while in others even illegal recordings may be admissible anyway (e.g., Sweden).

Secret recording may be a criminal offense. I am not a lawyer in any jurisdiction, but it appears to be a felony in parts of the US. Admitting to felonies in court is probably not a good legal strategy. Even if you don't get arrested I am not confident the evidence would be admissible.

EDIT: I know there are places where secret recordings are illegal but don't know the expected penalties. Recordings are probably legal in a "one-party consent" state. Be wary; certain kinds of recording may be illegal even if recording is legal in general.

In a lawsuit, you will be required to hand over all relevant records. It is illegal to destroy them or fail to hand them over. The penalties for doing so could be severe.

But even if you get away with it, hiding evidence would be wrong. Don't respond to sleaze with yet more sleaze. Maybe you'll win the fight or maybe you'll lose it, but you will always lose something of yourself.