(this obviously adds the burden of dealing with errors yourself at the benefit of better performance, which most apps won't generally care about)

It was more about custom application error messages, but I guess it can also be done with a filter on the response (in the exception case). And while I'm at lenses should I use shared object with them if I'm using same in several places or they are cheap to create ?

We always share them by default. Or at least try not to create them every time. They should be cheap though - the JVM is pretty wicked at optimisation