Removing members from selection

We have multiple examples where we have to remove multiple members, or even entire hierarchies from the selection.

We noticed that you aren't allow to remove more than one member, and if you do remove a member you have extreme performance degragation (in 1 example it went from 15 seconds to 3 minutes with the remove).

We got around some of this by executing custom rule that takes the dollar values that were supposed to be removed and re-allocating the negative value of it to offset the numbers.

But is that the best way? Is performance degradation so bad with removing members? Is there tuning activities we are missing?