Issue with roblox receiving data - needing custom loading script

Hello so I am struggling to make a custom loading screen because my game has loads of data and Roblox doesn’t seem to like it.

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how can i make a custom loading screen to with code to make it load in 1 peace by one so the client won’t kick you out

I think a better solution would be to find a way to save and compile the data much more efficiently. I personally have never encountered that issue despite heavy usage of preloading and large datastores.