I've been experimenting with DuckDB using modified Mondrian OLAP engine and it looks very promising so far, performance wise.

A questions I have to author, or anyone using: Is there a easy way to transfer whole Postgres DB into DuckDB so I can do some tests with actual client data? I could export each table by hand and reimport it, but that is kind of painful.

Interesting thought! I have not tried this yet so I only have a guess as an answer. Could you export the data as SQL statements and then run those statements on DuckDB? That may be easier to set up, but may take longer to run...

DuckDB also has the ability to read Postgres data directly, and there is a Postgres FDW that can read from DuckDB!

https://github.com/duckdblabs/postgresscanner

https://github.com/alitrack/duckdb_fdw