I see you're using full image size. It's recommended that you use a smaller image size for the grid display and only use the full size for lightbox display.
As you can see in the screenshot below, your image size is 1538 x 2048px but to grid display only requires 180 x 240.
In the Grid Settings > Media, try using Medium for the Image Size.
If you haven't done so yet, you should also optimize your images.
Hope that helps.