I got it to work by using this:

• Create custom dialog containing 1 Label
• Showing this dialog before running the controller
• Have the controller run the interactive dialog iso the Loading dialog.

The dialog:

public class DialogLoading : Dialog
{
public DialogLoading(IEngine engine) : base(engine)
{
Title = "Info";
LoadingText = new Label();
AddWidget(LoadingText, 0, 0);
}

public Label LoadingText { get; set; }
}

Showing the loading screen:

internal void ShowLoadingScreen(string screenText)
{
var dialog = new DialogLoading(BaseEngine) { Title = "Loading" };
dialog.LoadingText.Text = screenText;
dialog.Show(false);
}

Showing an interactive screen after loading is done:

private void MyMethod()
{
userInfoMsg.AppendLine("Hang on, we are retrieving Categorization data...");
ShowLoadingScreen(userInfoMsg.ToString());
// Do other things and show progress...
// ...
ScreenController = new InteractiveController(BaseEngine);
var dialog = new DialogCategorizeTicket(BaseEngine)
{
Title = "Categorize Ticket ",
};
ScreenController.Run(dialog);
}