Create a fragment with the overlay, then attach it to your activity like this:
FragmentManager fragmentManager = getFragmentManager();
beginTransaction().add(new MyFragment(), MyFragment.class.getCanonicalName()).commit();
When you're done loading, do
fragmentManager = getFragmentManager();
fragmentManager.beginTransaction().remove(myFragment).commit();
This you will have to do in every activity though, but the actual code for showing the overlay, probably fading it in and out, etc., could be nicely encapsulated by your fragment.