Is there a avalon master interrupt receiver template?

There is a FIFO'ed UART in this forum that I would recommend using since you are sending a lot of data. The standard UART in SOPC Builder does not contain buffers so it can only move a character at a time.

Also you might find system console and the JTAG to Avalon bridge to be more efficient at moving bulk data around. A standard RS232 UART is not meant for high thoughput. If it was me personally I would go with the EZ-USB solution since it is easy to use and can hit 40Mbps and higher without breaking a sweat. You could also use Nios II and the host FS, it's not quick but it will probably outrun a RS-232 UART with out any extra components besides the Nios II JTAG debugger.