Update after tearing the RD apart and doing some milling
The BIG source of weight penalty in these 11S R9 RDs is the derailleur hanger screw, or "B-axle". It looks like a functional knockoff/copy of the shimano ultegra-6700-series B-axle. Anyways as I mentioned earlier, it's solid steel. Stock weight is 20 grams for the screw alone. Im sure the aluminum screw specced on the RX is half the weight.
I was able to drill out out about 5 grams alone from the B-axle by driving an m4.5 drillbit down the centerline.
I also dremeled/filed out that chunky hanger knuckle and put an m8 hole in the faceplate of the parallelogram. It only yielded about 5 grams. While it's satisfying to see it all milled out, I gotta say it was not worth the time, effort, or worry involved in doing something that extreme.
All in all I got the RD weight down from 229 to 220g, for $0.
If you really want to effectively tune these R9 derailleurs to match the RX, I'd say replacing the b-axle with with an aluminum shimano replacement, and cable screw with alu or titanium would get you 10 grams. I think that's going to run you about $20-30USD
At that point, I think you might as well go to the Shimano 11-speed ultegra r8000 rear derailleur, which has been confirmed as compatible with LTWOO shifters in the component news thread, weighs a nice ~198g and can be found for ~$90USD.
I've done the numbers on weight and cost of what I call "super-weenie R9": LTWOO R9 hydro brifters and FD, Ultegra RD, and ONIRII XR calipers. Estimated weight coming in at 1125 grams and $553 (after shipping) if you buy the R9 gruppo from the LTWOO official store and add on an ultegra RD and XR calipers. This is in fact lighter than Ultegra R8020's quoted weight of 1132 grams for the same parts. LTWOO brifters are about the same weight as ultegra, so all of that weight savings is coming from the XR calipers.
For comparison, an ultegra disc kit with chain, crank, brifters, derailleurs, and cassette are about $800-1000USD online. To match that for "Super-weenie R9", throw in a $100 S-ROAD cassette, $178 racework crankset, $55 YBN chain and you're at $886. So "super-weenie R9" is not exactly saving you money. It *does* make sense if you have specific needs. For example I want a crank-based power meter with 167.5mm arms, and all of these cheap ultegra groupsets come with non-meter cranks and 172.6mm arms. So if you factor the cost of having to shelve and replace the crank, then starting with a crankless LTWOO kit starts to make more sense. Similarly, the Ultegra cassette is about 30-40g heavier than an S-ROAD cassette.
Update: just wanted to make a note of something I found disappointing about the R9s: the plastic shift levers are rivted on. There is no replacing them. If you have a bad hard shift and break them, you have to replace the whole lever. Talk about garbage design.