As I note elsewhere ... in the Direct Link mode, you've basically got PrPro's "engine" putting the project together, including grabbing all clips & assets & assembling on the fly complete with transistions and any other effects. Then ... Sg takes that and applies any grades you do on top of it, real-time.
What can be done in Direct Link is cool and it's most of the way I work. But Sg is a bit more sluggish in Di-L mode than in "native" mode.
The question that arises with this though ... is how well the rest of your machine is arranged to work with the Adobe digital/video apps. Such things as splitting the project bits & pieces onto separate drives and/or RAID arrays so you don't have choke points of too many in/out processes simultaneously on any one drive, that sort of thing.