However the product itself is great, I've been using the gremlin interface almost exclusively. I will say however, that having used JanusGraph and other TinkerPop compatible products some of the more advanced gremlin features like branch and choose are absent which can make porting some applications problematic.
A further potential annoyance or benefit is the fixed usage of GraphSON for the documents in Cosmos which can make the results of your query appear radically different to what you would expect if you're familiar with other TinkerPop graphs.