Add a “loading” notice when Customizer is making changes

While this might not a be the perfect solution but this should work. You can set an interval to check against the preview iframe, like this:

var previewDiv = $('#customize-preview');
previewDiv.prepend('<div class="loading-overlay"></div>');
var loadingOverlay = previewDiv.find('.loading-overlay');

setInterval(function(){
    if( previewDiv.children('iframe').length > 1 ) {
        previewDiv.addClass('loading');
    } else{
        previewDiv.removeClass('loading');
        previewDiv.addClass('loaded');
    }
}, 100);