I built Psy Lab early in this run. Early still means late June, IIRC. But once you build the Psy lab, leveling up your operatives goes swiftly. They interact with fatigue (will loss) a bit differently - they can train and rest at the same time.

The main attraction is clearly getting domination early.

I found two targets of domination especially hilarious:

• Hostages. They are easily dominated, you can just have them walk to the extraction point by themselves. You don't get the checkmark for having "dealt with them" - but the mission still works and counts as a success.
• Codex. Scouting with a dominated codex is really too powerful. Teleport twice per turn (no cooldown, not turn-ending) to anywhere you can see. Their will defense is high, but operatives with Psy 100 ( 20) have a 70% chance of dominating them. It's worth the attempt.