Yes, that is a common problem for all blockchains. Only way I can think of to solve that is by using 2nd layer technology such as lightning transactions. Regarding giving the user the power to withdraw when they want, this is already how it works for some mining pols like Grinmint, you request payout whenever you feel like. Dandelion was implemented in Grin AFAIK, but I have no idea how to use, I never tried 
Yes, actually I am not perfectly happy with the base fee being so hight, although there are good security reasons why this was chosen. I do not see a solution here on the short term, just have to wait for lightning transactions to come. Also, personally, I find it acceptable that Grin is not 100% perfect in privacy. For me it is about the balance and trade-offs when it comes to minimalism, scalability, privacy…in which case Grin is a real winner since it has a great balance of all three, privacy at minimal costs. Tromp made this nice graph where these traits are compared with other privacy coins, unfortunately I cannot find it right now.
Payjoins, this post explains it:
Nice benefit is that in addition to obfuscating directionality, the UTX0 set does not increase when the number of inputs and outputs of a transaction are the same, so it helps with scalability.