Hello,
I don’t really know what to suggest you, but since the images are loading from the Instagram servers, maybe it’s something obvious for plugin to increase the site loading time.
However, I’ve tested our demo page of the plugin on Pingdom, and I see a total loading time of about 1.5 seconds, which is not that much at all.
https://demo.wpzoom.com/instagram-widget/
Can you also try to set up a caching plugin in case you don’t have one already? Maybe that will help.