Is your ultimate goal to have a tde regardless of the method? I would perhaps use a context filter - it may be a quicker method for you during creation of the tdes.
I cannot use a Context filter because these workbooks are used offline very often.
If I filter out the data for a specific country directly from my SQL statement or if I do so via the built-in option when creating the extract, is it exactly the same thing for Tableau in the way the extract is being built?
I don't know for sure, but I don't see why they would be functionally different
I've noticed that editing a filter from the "Extract Data Filter GUI" (is there a proper word for it?) is actually a lot slower that editing it from the SQL code directly.
It seems that Tableau is "disabling" the extract (and/or doing some other stuff) before I can edit my filter and it can take 10 to 15 seconds before I got the hand again.
Will look at the size of the extract created under both scenarios to see if there is any difference.