When you press R to reload/restart, you shouldn't have to get a slight freeze/lag while the game reloads.
This is caused mainly by the game creator changing the room to the SAME room just so the active objects get refreshed.
If there's nothing active that needs to be reloaded every time, and if you're reloading the game from the same map you've saved in, you should only re-spawn a player at his save location. Don't use room_goto() when you don't need to. Of course there are exceptions. Use common sense.
Another possible cause of this lag/freeze is restarting music or completely restarting the game (yuutu engine). This is a problem in itself... Restarting music sucks, and shouldn't even exist. There are ways to fix this, but they involve making precise changes to the way the game functions for saving/loading and handling music.
I hope this helps you other game makers in here. Comments would be appreciated.