There are two possible approaches to take, and I'm not sure they really coexist well.

Firstly, I can use a thread variable to reuse multiple connections on the same thread (which will help if a single query connects multiple times to MySQL)

Secondly, I can use a shared connection pool looked up by the connection options, which will help if lots of queries on a Roxie are all doing occasional MySQL calls, but may not work so well if they are doing so many that several threads are doing calls at once.

Not sure what the best approach is at present.