I've seen the list of supported GLayers, but is there any way to
create a custom GLayer?
If I load the wikipedia's GLayer, the map is so fast with a lot of
markers, and it still has the click event on the marker..

And I'm wondering if it could be a good option to use a unique GLayer
with all the markers on it..

Thanks!

You can create a custom tile layer with your markers painted on it.
You can find many examples and tutorials on the subject.

Clicks and mouseovers are the tricky part. GLayer seems to load a JSON
file that includes the hot spots. The hot spots are indicated as pixel
areas. The file is downloaded on demand like tiles. The information
about current viewport hotspots is loaded when user mouseovers the
map.

I agree. A custom GLayer would be great. But that is all realistic to
implement without documented support.