It would help if you let us know what column and mobile phase you're using, as well as the solvent that the peptides are dissolved in when you inject.
Regarding retention time:
Retention in HILIC is promoted by the number of hydrophilic residues; the column tends to ignore the hydrophobic ones. Crosslinking two peptides results in a peptide with approximately twice as many hydrophilic residues as either one would have alone. That's why retention is greater with the crosslinked peptides.
Regarding peak shape:
Peptides that associate with a stationary phase in a well-defined orientation generally elute in the sharpest peaks (example: tryptic peptides on an ion-exchange column) . Crosslinked peptides are the opposite; they can associate in a variety of orientations. Some of these associations are stronger than others, so peptides in the various orientations elute at different points in the gradient, i.e., over a wide range. Result: A wide peak. Adding electrostatic effects to the hydrophilic interaction can constrain the peptide into certain orientations. That should sharpen up your peaks. Using a column of the opposite charge (e.g., an SCX column at pH < 3) would make it necessary to add salt for elution that you probably don't want in your mobile phase. Accordingly, try a column of the same charge, i.e., an anion-exchange column at pH < 3. This combination is called ERLIC: Electrostatic Repulsion-Hydrophilic Interaction Chromatography.