Non-Unique Relationships and how to tune them

If you follow my blog frequently, you may have realized that in many of them I cover scenarios where I need to create relationships on columns with non-unique values. For example when handling SCD2 facts and dimensions or dealing with parallel hierarchies. In all the examples I use a combination of FILTER- and CONTAINS-function to create those non-unique relationships between tables. Recently I ran into performance issues using this approach and was thinking about on how to tune those kind of "relationships".