In my last post I thought I'd found a solution. I didn't. The lag remained although at a lot more acceptable level. I also reset the Photoshop preferences for good measure on Photoshop CC2014 so that wasn't the solution for me.
I ended up going back to CS6, applying the White window workaround plug in and keeping the latest Wacom driver 6.3.13. (I tried going back to Wacom driver 6.3.8 but it wreaked havoc with my computer - I use a bluetooth mouse and keyboard and they started disconnecting randomly!)
I just shaded a whole panel several times with my usual brush and there was no lag.
Macbook Pro 15 Retina Mid 2012, OS X Yosemite 10.10.5, 16 GB RAM, Wacom Cintiq Companion Hybrid 1, Wacom driver 6.3.13, Photoshop CS6 (13.1.2 x 64)