I don't think your assumption is right.I'm suffering from delays as well, hardly can enter the PIN after on-screen for a while. It might have improved a bit with 2.111 a little, but I'm not sure.
My assumption is that when the screen turns on suddenly a lot of apps with on-screen rules start accessing the internet at the same time. Maybe you could add a feature to give not all the apps access to the internet suddenly at the same time?
What is happening on screen on is that the app list is fetched and that all 'when screen on' rules are evaluated to see if something needs to be allowed. Delays are being caused by a slow CPU or by freeing memory if there is little memory free. There is not much that can be done to improve this (assuming the 'when screen on' rules need to stay).
Edit: try to disabled the setting "Apply 'when screen on' rules".
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