Saviynt can not support .Net based SDK to be deployed on the application.
However, is you are observing performance issue using the REST connector for Web based sdk, you may want to review if following suggestion can help:
1. Test the API from postman and review how much is the response time
2. If the data is large and API supports pagination, then try to use pagination
3. If the API supports last update date based filters, then you may to use those filter to only get smaller set of data thus improving performance.