Perfomance here means write/read ops count at remote client communicating to cache cluster.
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The REST server isn't really a server at all, but a WAR file that would need to be deployed in a servlet container, e.g., JBoss AS, Tomcat, etc. You would then have to tune your servlet container accordingly, to deal with max concurrent connections, persistent connections, etc.
In terms of a connection-per-operation pattern on the client, keep in mind that the demos really are used as examples. Most real-world uses of the REST server would use an open connection, perhaps using NIO (or a layer above NIO like Netty, MINA or Grizzly) for concurrent, async connections.
A connection-per-operation pattern may make sense in certain cases, however, such as shell scripts or command-line tools that interact with a remote cache.