Yes, it depends on what is the bottleneck in your program.
If it is due to the first case, then you can try to decrease the pre-processing time. For example, using more CPU workers. Alternatively, if the pre-processing is taking too long, then it might help to save the pre-processed data in pickle files, and load the pre-processed files directly.
It really depends on how fast loading the data is compared to pre-processing data.