Is there a way to display non-minted "yet" tokens on Opensea with the required msg.value as a price set directly by the contract? So instead of me paying the gas of thousands of tokens, I want to display an unminted-yet version as a temporary representative of the actual token.
No. There is not.
But there are efficient ways to mint lots of tokens.
In fact, the first ERC-721 contract is Su Squares // https://tenthousandsu.com
I created it specifically as a demonstration that it is possible to mint lots of tokens with a low per-item gas fee.
It is cited specifically in the ERC-721 paper for this purpose, and we minted 10,000 tokens at an average of 190 gas each.