My idea for this is that when you rest an order, you should be able to attach a set of hedge orders to it that will initially be inactive, but will fire when the owning order is filled. This would let everyone get hedges done at better-than-HFT speed, and make things like speed bumps or batches a lot more tolerable for market makers.
You'd want some kind of pro-rata, or multiple orders at fill thresholds, so you could show big size and respond sensibly to partial fills. You might want alternative hedges to cope with price moves in the hedge target. You might want some mechanism whereby the exchange will pull the owning quote if the hedge disappears. There's all sorts of fun you could have.
For this to work really well, you'd want the hedges to be processed synchronously with the fill of the owning order, so there's no HFTable window of vulnerability between fill and hedge. That couldn't be done across different matching engines in the typical architecture current exchanges use. For futures, though, it might be workable - i think all the different expiries of a given underlying, and their spreads, are already handled synchronously, so that the exchange can do implied matching. That might not include some of the more exotic constructs which aren't in the implied chain, though.