By default, the clouds will only be pushed to the GPU if they are set as visible. You could potentially load the map with all of them invisible, then toggle one by one to somewhat limit the initial stutter. Alternatively, v0.6 (EA) is using GPU streaming, so the initial stutter should be minimal in comparison.
However, keep in mind that the engine will still load all assets referenced by the particular level when said level is being loaded itself. One way to overcome this would be to use Level Streaming and break it into several pieces, each containing a number of clouds. This way you may be able to load some of the data in the background, reducing the initial stutter.
Hope this helps 