Just discovered this skip that could save a few seconds. As opposed to other stages, once stage 5 is loaded (ie: when the "chibi-Scott" on the bottom right disappears), you can actually move. So simply double-tap left and steer your character's running to the upper-left (easier with the analog stick). That should lead said character straight into the door. So when the screen transitions to the stage, you'll already be past the door and you won't have to wait for the twins to walk past you.

This seems to work for screen transitions after which you immediately appear on-screen WITHOUT the computer controlling you (ie: stage 5, along with certain specific subspace zones, but NOT stage 6 oddly enough) instead of the "slow walk" entrances as seen in stages 1, 2, 4, and 7.