I finally had time to do a little bit of testing with Falcon Engine on a test multi-site network.
I network activated Wordfence, then in the network admin dashboard, enabled Falcon Engine just like I would for a single install. Everything seemed to work okay, and my site load time went from 1.62s to 1.56s -- not as much help as I might have expected, but the sites do seem a little faster to me, so maybe I didn't do the loadtime tests right. (I'm new to this)
I tried network disabling Wordfence, then it enabling it in one sub-site of the network. The Wordfence menu did not appear in the sidebar in this instance.I guess this is because Wordfence is intended to be network activated in a multisite environment, right?
Your WF rewrite rules come before any of mine in the .htaccess. Don't know if that will be an issue for some folks...
Finally, I looked in the /wp-content/wfcache directory, but I'm not seeing any cached files there. Does that mean that no caching is actually happening? (I hunted around in my sites, and there are no cached files in that directory for a couple of my single-site installs running WF-FE-- is that normal?)