Yeah, I don't think an extra second or two of loading time is a problem, especially for those nice-looking walls. The one caveat I must state is that for the sake of user-interface friendliness, any loading longer than about 1 second on a calculator should do something visual to show that the calculator is working, not frozen. Even something as simple as the hourglass in Doors CS during archiving / unarchiving is sufficient to prevent frustrated users, I think, although progress bars, perhaps with a level-specific bit of text, might be nice too.
Yeah, at the moment I have that rotating pixel effect, although if that doesn't seem to cut it, I'll change it to something more obvious. I definitely wouldn't want anyone getting that sinking feeling of thinking their calc has crashed