In some instances when collecting data in instances with large numbers of roles and categories, the processing can take > 30 seconds, when the expected time is less than 5. This issue has been addressed and the performance improved in 12.6.2.
There is no limit on the number of objects you can create in Dimensions other than the space available for the Oracle or SQL Server database. However if you do have a large design part structure it can cause some performance issues if you have items deep in the structure and roles assigned near the top of the tree. This is because Dimensions performs a tree-walk up the structure in order to find relevant roles for performing various operations in the product.