You could reuse one of the marketplace widgets which allows for pagination of the list view: List view Paging (https://marketplace.mendix.com/link/component/113460)
This will allow for retrieving only the number of records from the REST API which you really need to display to the user at once. If, on the other hand your requirement is different, do let me know and I will adjust. Good luck!
See documentation here: https://docs.mendix.com/appstore/modules/data-grid-2
It is point 3 Pagination.