I don't think so, if you have 1000 follows, and 900 of them are on one of 20 relays, that's 20 hubs + 100 self-hosted relays, a maximum 120 connections. In practice you're probably closer to 60-80. Which is still a lot! So proxies are useful for reducing that number, but even 100 connections isn't prohibitive.
Discussion
10% choose 2 relays at random from the pool not self-host one each.
Perhaps you could get away with only one connection per user though depending on how they labeled them.