I finally solved the problem like this:

• Delegate Loading code to a ComboFiller class.
• ComboFiller delegates loading to a thread (in case a given limit of items is exceeded).
• The thread splits the items into junks of a given size (I took 1000). It delegates adding each junk back to the UI thread using Display.getDefault().asyncExec().

This way loading "one big set of values" doesn't block the UI thread for multiple seconds; the UI remains useable.

Care has to be taken when setting the currently selected item - this has to be postboned until the loading thread is finished.

I would have preferred to use a concept like SWT.Virtual. Unfortunately the API isn't perfectly consistent between controls.