How do you recommend handling change data management? Is it easy to configure the extracts to only pass on records that have been updated since the previous export? Can this be configured as an SAP-side function, to minimize the processing in Talend?

Our server side module simply executes SQL queries in the BAPI layer, thus, we could use the same techniques in Talend as in ABAP. For instance, you can join VBAK-VBAP together and filter on ERDAT field. In this case PLSAP will join and filter the changed records in SAP side, even before the data downloaded to Talend.