There are some granular settings you can configure. They are listed in the user guide: https://www.vmware.com/pdf/app-volumes-27-users-guide.pdf
Specifically under the Volume Behavior Parameters, you may want to look at the WaitForFirstVolumeOnly parameter. This option will delay the login process though, so if it's significant delay that you are having with office, it may not be the best choice.
Other options available are batch files that run at certain points during the attachment process which you could probably use to generate a loading message.