No minigames while loading. Multiple loading screens and or loading music is a possibility.
Its possible to add a minigame while loading, I've done it >.>(have to work out a few minor bugs, however)
I hate slider puzzles, but a jigsaw sounds like fun.
I'm probably not going to release my memory game until I've added a few more things, done some load-testing, and fixed a bug with one of the features.