On the other hand, I was thinking that in general terms we shouldn't struggle too much when it comes to retrieve data from a REST API, and I like REST by the way :)

Since I like REST too, in my humble opinion, that could be seen as kind of code smell in a sense that the API's architecture is not very well designed?

So, here are alternative scenarios (for PHP) to solve the problem of a slow REST API that requires too many operations to fetch the data:

1. Write your own API with REST improving the architecture of the original one -- I tried to do something similar to fpl at Data Driven Test Development Demo

2. Write your own API with GraphSQL -- GraphQL Demo for Symfony 4

In both cases, we're assuming that the API interface can be changed, and also it is okay to "scrap" and store the data on our side.