We use Cython a lot. Currently two biggest annoyances are the lack of tooling, in particular a language server and code formatter. Besides that, even though Cython looks a lot like Python, you need to have some familiarity with C or C++ to avoid shooting yourself in the foot and to check that the generated code is not suboptimal.

Cython's main benefit is very deep integration with Python (compared to eg. Rust and PyO3).