We did try TUN/TAP. It seemed to be slower than pcap.
Our answer to weave performance concerns is on its way: http://blog.weave.works/2015/06/12/weave-fast-datapath/
We're really interested to hear how weave fast datapath works out in all kinds of environments, which is why we put the preview out. It's a shame that Arjan's post did not include numbers for FDP, but maybe he'll be able to include them in an update.