I love using the FacetGrid plots for their convenience. However, most of the time I do not want to include a single multi-panel plot in latex. Rather, I want to import multiple figures, so I can tag them seperately as subfigures. On top, getting margins, styling etc consistent is much easier this way.

This workflow producing 1 pdf file

    g = sns.relplot(
        data=df, x="x", y="y", col="a", row="b"
    )
    plt.savefig(os.path.join(figure_dir, "all_figures.pdf"), bbox_inches="tight", dpi=300)
    plt.close()

could become something like

    g = sns.relplot(
        data=df, x="x", y="y", col="a", row="b"
    )
    g.savefig(os.path.join(figure_dir, "all_figures_a_{{col}}_b_{{row}}.pdf"), bbox_inches="tight", dpi=300, individual_subfigures=True)
    plt.close()

which produces $|a| \times |b|$ pdf files. Handling legends outside the figures requires some consideration, but I think that would be very handy.