Do you have MXG?  They have a program, ANALSMF, which will analyze your current 
SMF.  In general, what I've done and which seemed to help:

Set MANx CISIZE to half track (26624).  

In your IFASMFDP JCL to dump a full MANx dataset (we use IEFU29 to issue a 
start for SMFDUMP JCL to dump one whenever it is full, your method may vary),  
use this for the input, so &SMFDS represents the MANx dataset name.

//SMF      DD DISP=SHR,      
//            AMP='BUFND=60',
 //           DSN=&SMFDS     

60 buffers = 2 cylinders if you are using half track CI sizes.

On the output sequential datasets on disk we use 
RECFM=VBS,LRECL=32760,BLKSIZE=0  and let the system choose the blocking. The 
last time we did this we had SMS turn on compression for these so it shows 
BLKSIZE=32760 but I believe if you don't use compression the system will choose 
half-track blocking.  Keep in mind that compression uses CPU time unless you 
have zEDC.

The important part: we use BUFNO=60 to match the input.  We never tested 
whether output needed to be larger than input, or not.

If you have huge amounts of data you might consider using striping for the 
output if it is going to disk;  I don't know how much it will help elapsed time 
for the dump but it will help the elapsed time of  whatever uses the data.  I 
tested it once but we didn't implement it.

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