Looking to convert from MiniLoader (Your's look nicer, neater, and are easier to handle) but there aren't any circuit connections available.

Any chance to get them added?

Miniloader gets circuit connectivity by using invisible extremely fast inserters - each miniloader is actually several entities, which it has to manage creating/destroying/connecting circuit wires from the loader to the inserters; pure loader entities can't connect to the circuit network currently. I've been meaning to experiment with invisible inserters particularly around being able to clear the 120items/s limitation on loaders, but the special circuit connection behavior is unique to the method Miniloader uses.

Ahhh fair enough. Thank you.

Does that mean they're more intensive for UPS than Your loaders, or the Vanilla locked ones?

Yup, exactly - there's more entities so the entity update phase scales more quickly, and more sanity checks are required on entity build and destruction; your instincts are correct about the tradeoffs (by the way, another advantage this gives miniloaders is that they can load and unload train wagons).