I agree totally, Bulgarian split squats I think are THE hardest exercise (at least for me) in terms of my muscles being friend and being out of breath. I usually follow DeFranco's advice and follow up heavy bilateral work with unilateral work, which is usually the Bulgarians. I prefer dumbells for two reasons:
1.) Extra grip work
2.) A lot of times by the end of the sets I start to get lightheaded and a little dizzy and my coordination starts to falter. I'm pretty sure if I had a barbell on my back I'd fall over haha.
I think these are the perfect compliment to posterior-chain dominant heavy exercises (such as PL or oly squats or deadlifts) and are great for athletes.