Yea when you hit 41 you will be able to go through them faster and the end of leve bonus will be higher since you will be an appropriate level.

We usually do them with anywhere from 0-2 links, since they're random from npc. I can't say that I've seen links make much of an sp difference at all, aside from saving time.

Doing behest in between is also a great idea, if you do two behests during leves its like everyone had a free leve with no GA