None of mine will shift instantly either. I have to wonder about the gear splitting thing; on the track with any reasonably fast car, I think you'd have to be pretty good at timing the shift just right to get the overdrive to turn off and the transmission to shift to the next gear at the same time. I've never really tried the gear splitting technique, but it seems like it would be problematic because there is a slight delay when you hit the switch.
If you do any gear splitting tests, let us know how it works...