To alleviate confusion, I moved everything to light groups and am now controlling those. Local scene turns on and off the group. I never change the dimmer itself or the bulbs, I do all at the same time via one entity.
I still control the LED bar colors though.
Does that dim the device being controlled while the paddle is help?
I’m curious about this as well. Is it possible to set up smart bulb mode so the lights actually change brightness as the paddle is held? (versus the current solution, where the lights only change brightness after you release the paddle).
I had some ESPhome lights setup using a version of the simpler automations listed here. It kind of worked, but the switch to HA updates are a little slow so it more randomly stepped brightness then ramped brightness. If you used long dimming/ramp times in the dimmer, like 5 to 10 seconds, it would likely work fairly smoothly.
I think the script would work better because when held the dim percentage would keep changing 2% over and over so that should be smoother.
Are your bulbs zwave, zigbee, wifi? Zwave should track the dimmer if set via associations. If zigbee I’d recommend a blue switch when they come out. Wifi 
The bulbs are zigbee. I did preorder two blue switches already
You’ll be fine once the switches come in because you’ll be able to use binding and it works flawlessly.
Until then, I’d personally just live with the after the switch is released automation. I can’t think of a way to reliably (and smoothly) dim bulbs to match the switch as it’s dimming through an automation.