Here is a list of all level transitions on the map and how long in seconds it takes to traverse them, along w/ the options menuing.

It is never faster to use the options menus to skip a map transition.

options - 11 seconds BF-BH - 2.5 BH-TR - 2.5 TR-LJ - 2 LJ-LF - 2.5 LF-LL - 3 LL-TB - 2 TB-MK - 8 MK-ML - 3 ML-CoS - 2 CoS-CR - 8.5 CR-MT - 7.5 MT-MS - 3.5 MS-CH - 2.5 CH-PJ - 4 PJ-CR - 4.5 CR-GW - 2 GW-TM - 6 TM-MP - 4 MP-SG - 7.5 SG-FP - 3.5