I know that perl's exit cleanup is another type of clean up. And of course built in/special variables would need to been take care of. I still belive that it wouldn't be that difficult to do this. Altho BEGIN/END blocks do raise some questions ...
Still, I believe that doing everything that is usually done on each CGI request, except reloading perl itself will give a boost.
Anyway, if FastCGI is the solution then why aren't all hosting's using it (instead of using mod_cgi and whatever other web servers have for CGI)?