Hello, We understand how frustrating lag can be when accessing the Gallery. There is not an option to change the way the Gallery loads the photos. Here is an article that provides available options for using the Gallery, as well as the Gallery Settings. https://www.samsung.com/us/support/answer/ANS00079026/
We suggest clearing the app cache of the Gallery to help with the lag. https://www.samsung.com/us/support/answer/ANS00077611/
You can also try clearing the cache partition of the phone and repairing the apps in the recovery menu.