This study investigates the application of Transfer Learning (TL) on Transformer architectures to enhance building energy consumption forecasting. Transformers are a relatively new deep learning architecture, which has served as the foundation for groundbreaking technologies such as ChatGPT. While TL has been studied in the past, prior studies considered either one data-centric TL strategy or used older deep learning models such as Recurrent Neural Networks or Convolutional Neural Networks. Here, we carry out an extensive empirical study on six different data-centric TL strategies and analyse their performance under varying feature spaces. In addition to the vanilla Transformer architecture, we also experiment with Informer and PatchTST, specifically designed for time series forecasting. We use 16 datasets from the Building Data Genome Project 2 to create building energy consumption forecasting models. Experimental results reveal that while TL is generally beneficial, especially when the target domain has no data, careful selection of the exact TL strategy should be made to gain the maximum benefit. This decision largely depends on the feature space properties such as the recorded weather features. We also note that PatchTST outperforms the other two Transformer variants (vanilla Transformer and Informer). Our findings advance the building energy consumption forecasting using advanced approaches like TL and Transformer architectures.