What is the advantages/disadvantages of separating macro imports?
This is definitely not a great answer, but I'm not sure anyone's going to be able to really answer this. You'd have to set up some sort of unit tests or something. And it will probably depend a lot on your server environment. But think of all the class files that need to get loaded just to handle a simple request. Personally, I think that the performance hit on an import statement is going to be pretty tiny regardless. I would opt for importing them in whatever way makes the most sense from a development/organizational perspective.