During the development of my current project, I noticed in the profiler that the Firewall took about 1 second to load, which was more than 50% of the total load time.
Since this is quite massive I decided to look into it. After 15 minutes of research I ended up figuring out that this was due to the PHP PDO constructor (my Firewall is the first to connect to the database as I use Entities as users). With this knowledge the issue was pretty quickly found (, ): as it turns out using a DNS name (like 'localhost') instead of an IP (like '127.0.0.1') causes this issue.
A simple edit of the parameters.yml file (changing localhost to 127.0.0.1) did the trick of reducing the Firewall load time to only a minimum.