The consolidation in HFM is driven by the Value dimension. So, your consolidation timings largely depend on the business rules - that is, how you control the rules to run at specific intersections of the Value Dimension.
Having said that, there are a couple of settings you need to be aware of like OrgByPeriod and ConsolidationRules in the Application settings as they can impact the consolidation timings.
Apart from that, there is no rule to deploy dimensions in HFM. Just remember to add the security class information before loading metadata.
For EPMA, you need to add the members in SecurityClass Dimension again before going to teh other dimensions. I normally follow the SecurityClass,Alias,Currency, C1-c4 before going to the Entity and Accounts. It helps me with Dimension Associations.
Just wondering, has anyone explored the impact of using additional customs on consolidation times? With 18.104.22.168 you can add more then just the 4 customs so I'm wondering what type of performance impacts that could cause, and if there are any design considerations using those options. I know from a DB size that small, medium, large can make some changes, but I'm thinking more in consolidation time and/or grid retrieval if that can be an issue.