If you rebuilt IronScheme, you can improve the startup speed by running:
ngen install ironscheme.boot.dll
I dont think you are missing anything though.
I know some libraries with heavy duty macros can take a while, but if precompiled, it should not be that bad.
Another option might be to move the 'program' part, to a separate library, and import that too. Obviously, this will also be precompiled if you do so, and that should help speed up things.
So basically, for the best speed, your program part should be a 'one-liner' calling into the main program library.
This will allow a full expansion to take place when you precompile (the content of a program never precompiles), and you wont see the runtime performance hit.
Hope this helps :)