If you’re planning to do dimmer modules downstream from a wall switch, then you have the same issue. Ideally, you shouldn’t be cutting power to a smart anything, whether it’s a bulb, outlet, or pocket socket.
You need to wire the lamps so that the switch doesn’t cut power to them. If the switch currently only controls half of the wall outlet, then that might be as simple as moving the plug.
I think the thread below will point you in the right direction for replacing the wall switch. Even if you’re not using Hue bulbs, the concept is the same - you want a control on your wall that doesn’t actually cut power. The wall control should turn on/off each lamp by sending a command to the smart device attached to each lamp.
You could use either a dimmer module or a smart bulb at each lamp. There are plenty of options, and I’m sure there’s a FAQ around here somewhere.
I already have Hue devices, so my solution would be a Hue bulb and a Hue remote at each lamp. The Hue remote/bulb linkage doesn’t involve the ST cloud, so I wouldn’t think you’d have any lag there. If this is all you’re planning to do with home automation, then you could actually accomplish this completely within the Hue ecosystem (no ST hub) if you use a Hue wall switch. However, there are some good options for wall switches/buttons that you’d need ST for, or you could even replace your wall switch with a tablet running ActionTiles.