Colloidal nanocrystals (NC) are known to self-organize into superlattices that promise many applications ranging from medicine to optoelectronics. Recently, the formation of high-quality PEGylated gold NC was reported at high hydrostatic pressure and high salt concentrations. Here, we study the formation kinetics of these superlattices after pressure jumps beyond their crystallisation pressure by means of small-angle X-ray scattering with few ms experimental resolution. The timescale of NC formation was found to be reduced the larger the width of the pressure jump. This is connected to an increase of crystal quality, i.e., the faster the NC superlattice forms, the better the crystal quality. In contrast to the formation kinetics, the melting of the NC superlattice is approximately one order of magnitude slower and shows linear kinetics.