The only thing that springs to my mind is to avoid the formatting as this adds (syntactically not necessary) white space that makes the XML document better readable for humans but also increases it's size.
Apart from that the usual suspects when it comes to i/o: Write the document to a fast device ...
Just to be clear: That is performance on the ProDataSet itself - as a side effect many operations like WRITE-XML() will benefit from it. IMHO the same patterns that make a database design a good one are applicable for Temp-Tables too. Proper Indexing would be one of them.
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