I mostly use YOLO mode which means I'm not constantly watching them and approving things they want to do... but also means I'm much more likely to have 2-3 agent sessions running in parallel, resulting in constant switching which is very mentally taxing.
What impacts cognition for me, and IMO for a lot of folks, is how well we end up defining our outcomes. Agents are tremendous at working towards the outcome (hence by TDD red-green works wonderfully), but if you point them to a goal slightly off, then you'll have to do the work of getting them on track, demanding cognition.
So the better you're at your initial research/plan phase, where you document all of your direction and constraints, the lesser effort is needed in the review.
The other thing impacting cognition is how many parallel threads you're running. I have defaulted to major/minor system - at any time I have 1 major project (higher cognition) and 1 minor agent (lower cognition) going. It's where managing this is comfortable.