Hey @sphinks,
Here’s a (quite old) cookbook for funnels using snowplow. It should give you a good idea of how to get where you need to go, if not a comprehensive guide.
It’s complex to get your head around how to shape the data, but it’s not the most difficult thing I’ve had to do, it’s possible. Note that depending on what tool you’re using, the underlying table for a funnel viz would have a different shape.
In terms of performance - if you’re querying atomic data over a long time then yeah it likely takes a while. But in general it’s recommended to have some model that aggregates that data to a meaningful level which comes before doing this kind of thing. For example it’s straightforward enough to build a funnel off the web model’s page views table compared to straight from the atomic data.
Hope that helps, best of luck with it!