No, my files were all located in my local user folder.
As an update, I tried the instructions in the docs for building a system image http://docs.julialang.org/en/release-0.3/devdocs/sysimg/). I also added a prepatory step of Pkg.add("WinRPM") per a very helpful message from the first time I ran the build script. Those couple of things got me down from a consistent ~30 second startup/simple command run to about 10-12 second startup. Still seems a bit slow, but it is now at least usable for executing from an external script via system call.
