It's not just the start-up and shut-down costs. A CGI process might need to attain connections to databases or other resources that could be pooled and re-used if the process didn't completely terminate.

You might want to look at using FastCGI:

https://en.wikipedia.org/wiki/FastCGI

Basically, the CGI processes stay alive and the servers supporting FastCGI ( like Apache and nginx ) communicate with an existing FastCGI process that's waiting for more work, if available.