Using the Caldigit TB3 with a 2019 16" MBP in clamshell mode with two 4k LG monitors through the dock, I've found it pretty tedious trying to wake the monitors from sleep. Sometimes it'll take 30-45s of the monitors going in and out of power saving mode before it actually wakes up. This does seem to be the MBP's fault, because I can temporarily fix it by resetting the NVRAM.

Other than that, overall I've had a really positive experience with the TB3.