The matfile function has an interface similar to what you're looking for. You do need to be careful with indexing if you want to prevent loading of the entire variable, but it will allow you to mostly keep the contents of the mat files on the disk instead of memory.
Note that there is a trade-off: this is slower to work with than having the variables in memory, but it might save time and memory when retrieving the variable if you have large variables stored in the mat file and are not using those.
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