Thanks for writing in!
Well, when you use the shortcode technically you are not bloating the page. Use of shortcodes won't have a drastic impact on the performance for page as shortcodes supplied by us are already built into the X Theme.
I suggest you to take a look at following resource to get started with Lightbox:
If you would like to use some external plugins, please take a look at following Google Search Result page. Please click here.
Note: Please note that the Google Search result I have shared and the plugins listed in that is not official Themeco advice. It's just a personal input that I have shared with you to help you get started. 3rd party plugins may cause some issues and we won't be able to provide support in that scenario.