@AWI You are right about that internal pull-up. It got even worse when I added an external pull-up. I placed a 10k between pin 3 and GND (for the Door, Window example) and disabled the internal pull-up. When the reed contact is open the sensor pulls only 008.5 uA which is great! When the reed is closed it pulls a whopping 00.32 mA.
I don't know what else to try to bring down that 00.32mA whenever the reed is closed (which will be most of the time because the window will be closed).
I will look into hardware debouncing to see if that will be a solution for the reed switch.
// Simple binary switch example 
// Connect button or door/window reed switch between 
// digitial I/O pin 3 (BUTTON_PIN below) and GND.
#include <MySensor.h>
#include <SPI.h>
#include <Bounce2.h>
#define CHILD_ID 3
#define BUTTON_PIN 3  // Arduino Digital I/O pin for button/reed switch
#define INTERRUPT BUTTON_PIN-2
MySensor gw;
Bounce debouncer = Bounce(); 
int oldValue=-1;
// Change to V_LIGHT if you use S_LIGHT in presentation below
MyMessage msg(CHILD_ID,V_TRIPPED);
void setup()  
{  
  gw.begin();
 // Setup the button
  pinMode(BUTTON_PIN,INPUT);
  // deActivate internal pull-up
  digitalWrite(BUTTON_PIN,LOW);
  
  // After setting up the button, setup debouncer
  debouncer.attach(BUTTON_PIN);
  debouncer.interval(5);
  
  // Register binary input sensor to gw (they will be created as child devices)
  // You can use S_DOOR, S_MOTION or S_LIGHT here depending on your usage. 
  // If S_LIGHT is used, remember to update variable type you send in. See "msg" above.
  gw.present(CHILD_ID, S_DOOR);  
}
//  Check if digital input has changed and send in new value
void loop() 
{
  debouncer.update();
  // Get the update value
  int value = debouncer.read();
 
  if (value != oldValue) {
     // Send in the new value
     gw.send(msg.set(value==HIGH ? 1 : 0));
     oldValue = value;
       
     //Sleep until interrupt comes in on motion sensor. Send update every two minute. 
     //gw.sleep(INTERRUPT,CHANGE, SLEEP_TIME);
      gw.sleep(INTERRUPT,CHANGE, 0);
  }
 
}