I do the exact same as @Torsten
Same filter, as well, so my Modwheel and Expression pedals are unaffected because they are pretty universal across plugins.
I save the rack as a file to be shared between songs.
Of course, since getting the Montage, the only plugins I use anymore are NI Classic Keys, Omnisphere 2 (O2) and B3-X.
The Montage Bosendorfer and CFX sound great to me for piano. My CPU is happy.