I have only used the Nano LANReach, Nano SocketLAN, and Nano Socket iWiFi modules. The only data connections used are the TX and RX from MCU to the ConnectOne module.

I never noticed a delay and have not taken the time to measure what it is, has to be some. For what it is worth, the
SERIN2 RX ,BAUD,2500,EMAIL_SET,[WAIT("I/OK")]
has to be the very next line of code after an "AT+Ixx" command is sent. The "I/OK" will be missed if the SERIN command is placed in a sub routine, so the ConnectOne seems pretty fast.