How does options market making actually work at buy side vs banks?

Recently joined an FX Options desk as a desk/pricing quant in a major bank. The workflow is far more manual than I expected

• Vol surface - traders mark curves by hand, sourcing levels from BBG broker chats
• Pricing - some of the flow is automated but traders still spend a huge chunk of their day manually skewing bid/offers (e.g., -0.5/+1.5 bps) on vanilla flow
• Gamma trading - imagine watching 20+ pairs and manually clicking spot hedges hundreds of times a day
• CME Listed Options - barely touched

I've heard firms like Optiver / IMC are best-in-class at options market making, Do any of them trade FX options at scale? And if so, how different does the stack look, e.g., automated vol curve, auto-skewed bid/off, alpha-driven gamma hedge?

Is this level of manual workflow a sell-side thing, an FX Options specific thing, or just the state of options desk in general?

Would appreciate any perspective from people who've worked in either