Insert multiple Vertices at once using Cosmos DB Graph-API
I've found that the fastest way to seed your graph is actually to use the Document API. Utilizing this technique I've been able to insert 5500+ vertices/edges per second on a single development machine. The trick is to understand the format that Cosmos expects for both edges and vertices. Just add a couple vertices and edges to your graph through the gremlin API and then inspect the format of these documents by going to the Data Explorer in Azure and executing a document query to SELECT * FROM c
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At work I've built up a light ORM that uses reflection to take POCOs for edges and vertices and convert them to the format that you see in the portal. I'm hoping to open source this soon, at which point I'll most likely release a Nuget package and accompanying blog post. Hopefully in the meantime this will help point you in the right direction, let me know if you have more questions about this approach.