Dave, the way you do detailed threads is pretty much how I do them. You probably use Dynamic Comps, but I only use SU-Free so mine are a far less flexible.
However filesize is not my concern. Entity count is. I hate the way SU slows down when my total model lines count gets near a million. I use judicious layer visibility but even that sometimes does not help much. Small bolt holes are drawn 12 sided, large holes are standard 24 sides.
In an airplane structure, sections of parts that are low stressed, like "I" beam webs, typically have large holes in them simply to reduce the weight of material. Hole size, placement and spacing is calculated not to impair strength or stiffness. In my models they are there more-so for a realistic look, as I do not calculate their existence. Like I said, I am not making shop drawings.
I've attached an extract of my big airplanes cargo floor support structure to demo how I can reduce the entity count of (2) components that are used repeatedly in the model. Normally I do not show most bolts in my structural drawings, but here I had too, as I needed to present a higher level of realism for this model.
For the majority of holes, large or small, I do not push through the hole to the opposite face. For a 24 sided hole that creates 96 entities per hole, 24 faces and 72 lines. I just draw 2 circles, and paint the "hole" with transparent white, for a total of 50 entities, 48 lines and 2 faces. 1/2 the detailed way. And it maintains solidity, although I have to calculate for the "extra volume" of the fake hole. I also paint both side of any face the same, so looking in a hole doesn't look weird. That also eliminates backside shine through at the edges.
For holes that are threaded, I used to draw extra circles down the hole to look like threads, and that alone kicked the entity count way way up. So now, instead of transparent color, I use a dark gray. No extra entities. Same for bolts.How to reduce entity count, yet look the same.