I find Catalyst to be more "glue logic" and "abstraction layer" and gives me all the benefit of rolling my own: I choose what to use! It just provides a nice way to tie everything together, and a cool testing environment.

Dancer is more "use what they provided".

I think you are asking about not running the script every time a request comes in, but leaving it running and handling requests. For sure; modperl is the granddaddy of that. "fastcgi" is the current approach. All that is explained in Catalyst tutorials.