Here’s my way of doing this:
local PlayerService=game:GetService("Players")
local Player=PlayerService.LocalPlayer
local PlayerGui=Player:WaitForChild("PlayerGui")
script.Parent.Parent=PlayerGui
local StarterGui = game:GetService("StarterGui")
StarterGui:SetCoreGuiEnabled(Enum.CoreGuiType.All,false)
local ReplicatedStorage=game:GetService("ReplicatedFirst")
ReplicatedStorage:RemoveDefaultLoadingScreen()
Script.Parent being the GUI Object, everything inside ReplicatedFirst.
So far I didn’t experience any delay whatsoever.