I have a level 5 Beldum from breeding and I was wondering, should I wait for them to swarm and catch one at a higher level to save time training?
Beldum are available in swarms in DPPt and BDSP.
Sinnoh Route 228 (Bulbapedia)
I assume you mean the Swarm from 4th gen games? They're around levels 52-53, so take your pick!