It should only be a significant problem when you edit modules with TH. I don't know how often that occurs within a Yesod project. I imagine you can accelerate builds by isolating the TH modules.
Well, a good portion of meaningful additions touch at least one of config/routes and config/models, which means rebuilding a whole bunch. There probably is some way to better isolate things, but I'm not immediately sure what it looks like while still getting the DRY and static checks (which are certainly valuable!).
Yeah, that's the biggest hit to my productivity, when working on a moderate sized Yesod project. Otherwise, the experience has been great.