I used Mason to model a football(soccer)-stadium with 13000 agents and interestingly it made no difference for the runtime if I did the simulation with or without the gui. I didn't used it, but maybe you should read the sections of the manual (p.145 ff) where checkpoints are described. Maybe that is what you want. You could set a checkpoint at those milestones. save the simulation, run that in a gui environment for some steps till another checkpoint and than run again without the gui. At least what I understand from that section of the manual, it should be possible.
If time isn't the limiting factor it is only important that a user can interact at a certain point, you can also run the entire simulation in the gui, you can set a step where the simulation has to pause so you won't miss a certain point.