Since owning the car I have never experienced what you would call LAG between gears... It is alot less then my WRX (TD06 20G + FMIC).
The COBB AP runs more aggressive tune (timing, boost, wastegate duty, etc) thus making the car spool faster (minor difference).
The only way to eliminate the issue is to enable Flat Foot Shifting. Honestly though the time saved on a track is minimal, only bigger turbo's need FFS.
On the few track days I have done I can manage to swap cogs before I lose all positive manifold pressure pretty much kick the clutch, next gear...
SG9 XT: VF34 P20, Tomei headers, STI intercooler HSD coilovers, Brembos and much more...