The mouse should really be rendered in a separate thread so it doesn't get affected by any lag (unless there's another way to guarentee render time). Until then I've added an ini option to choose which mouse cursor type to use. The valid choices for RenderMouseCursorType are: ImageSetMouseCursor (default, uses images), CodeMouseCursor (hardcoded representation), OSMouseCursor. (commit 5de8487313..)
e.g. RenderMouseCursorType=OSMouseCursor