ControlMaster auto ControlPath ~/.ssh/control-master/%r@%h:%p
to my ssh config yesterday, because I had multiple connections to the same host to open and close repeatedly. The nice benefit that I didn't know is that the connections stay up when my laptop goes to sleep.
Next: Alter my 'ProxyCommand's to make them benefit from these already open tcp connections.
edit: well, it looks like this is flacky, it doesn't always keep the connection alive, and I'm not sure what is the rule, so not so useful.