Like Ardooz said, being able to select Underground's weapons, cars and peds while designing is the highest priority. However, from what i've heard, implementing Undreground's weapons, vehicles and peds in the game (DYOM mode) itself. Since we can't see Underground vehicles & peds on the map. Cities are pretty much not populated (except the normal SA peds here and there) and there's no traffic at all. So pretty much, DYOM should be optimized to receive custom GTA:U stuff just like SA's original stuff and make it usable while designing AND playing the missions. Having streets empty without GTA:U peds and vehicles around (especially in GTA:U cities and rest of the map) would completely destroy the atmosphere. It does totally feel odd since DYOM prevents the game from randomly spawning anything that isn't from original SA (GTA:U custom peds, vehicles and weapons). Also, prevent the crash when trying to enter an interior on yellow marker (GTA:U custom interiors mostly), and the time cycle and weather also slightly change when travelling to the other cities, so it should be made DYOM compatible since in DYOM we have full control over the weather. Changing radio stations (and music itself) while travelling to the other cities is fine by me. Just make sure it doesn't crash or make designing buggy for some reason.
This is all i can think of regarding DYOM optimization for GTA:U. Some other crash-preventing stuff would help while designing and that would be it.