Currently, there are tips for fine tuning Fiddler's performance (CPU, memory, TCP sockets) spread out across the Internet and one or two in the Fiddler PDF.
It may be a good idea to create a section in the PDF on fine-tuning Fiddler's performance; including the following if they are legitimate techniques:
(1) "Stream" response option;
(2) "Keep: xxx sessions";
(3) Don't "Parse websocket messages" (if applicable)
(4) Run Fiddler at AboveNormal priority;
(5) "Don't decrypt traffic for the following hosts" (if applicable);
(6) Clear the Fiddler log occasionally as it appears to grow unbounded (use ExecAction: ClearLog for automatically doing this)
(7) Reuse client / server connections;
(8) [Per Eric] The !threads
QuickExec command enables you to pre-size the thread pool to a larger fixed size if that's of interest to you; this is relevant in some scenarios as the .NET thread pool growth algorithm grows an exhausted pool by no more than 2 threads per second
(9) Limit the scope of HTTPS decryption; i.e. "Decrypt HTTPS traffic from ..."