story
I'm guessing the delay you are referring to is the delay imposed by your terminal emulator (not vim) to detect the Escape key at the end that terminates visual block mode. If I'm right, you can quickly press "j" just after you press ESC, which should cancel the ESC-detection delay and cause your comment characters to appear instantly.
Edit: there's actually a few things that could be at play, including your terminal emulator, your screen/tmux (which is like another terminal editor, really), and vim's timeoutlen and ttimeoutlen settings.