This approach moves the connection and RPC setup cost out of the individual latency of the messages. If you tested with standard single request/response RPC's, that might explain the higher latency. Also, my messages where rather simple, and I expect the protobuf serialization to be quite fast. Larger messages will incur some latency due to the more complex serialization. Maybe using Flatbuffers as the serialization layer could help you out there, but I don't have any experience there.
Koen
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With custom zmq messaging bus we get latency in order of microseconds between 2 services on same host (21 us avg) vs 2 ms avg for gRPC.