Yep. That's pretty much it.
You could have a manager call a method instead of putting this in Awake though, but I guess this is fine for testing.
[EDIT]See Mitch's post below. Don't use foreach
for optimizing. foreach has a thing[/EDIT]
Regarding OP's attempts:
Yes, you technically can deserialize just some of the animations in skeletondata instead of all of them but the question is whether that's worth your time mucking with the runtime. This requires you to study and understand how Spine deserialization works, and how Unity/Mono's objects persist and determine where the bottleneck actually is. (ie, Do you know if the animation loading is slowing it down, or the skeleton data loading, or some other thing?) If you wanna do that, go ahead. If you get stuck on the specifics of the process, you can probably ask here. The first code to study would be SkeletonJson.cs
if you're not holding your breath for binary.
I've done some really complicated setups with lots of extra animations before and messing with the deserializer has never been necessary.
Your phrase "the scene has to load the entire file to screen". What does that mean?