We've made a long-awaited tweak to the Set node in the recently released Gaffer 0.56.0.0. The confusing Paths plug .vs. PathFilter debate is finally over.
TL;DR:  Just
            
     
            
    
        
            
                When creating Switch, Group, or Parent nodes in the Graph Editor, Gaffer will automatically connect your current selection to the new node. Sometimes, though, you will end up with an array of connections
            
     
            
    
        
            
                When building shader networks, you can split a multi-value parameter in the ''Graph Editor'', to mix and match its individual components.
Expanding Parameter Components
A multi-value parameter, such as