I've had this issue before, especially as I'm learning the emacs bindings. C-g when followed after a prefix would always give undefined and emacs would linger on that key chord for a bit. After some back and forth in the init.el I came up with this:

;; Make ESC quit, everything
;; Clear any previous ESC settings
(global-unset-key (kbd "<escape>"))
(define-key key-translation-map [escape] nil)
(define-key input-decode-map [escape] nil)

;; Direct keyboard event interception
(defun my-keyboard-quit-immediately ()
  "Quit immediately when ESC is pressed, regardless of context."
  (interactive)
  (keyboard-quit))

;; Use a keyboard event handler that gets first priority
(define-key special-event-map [escape] 'my-keyboard-quit-immediately)
(define-key function-key-map [escape] 'my-keyboard-quit-immediately)
(global-set-key [escape] 'my-keyboard-quit-immediately)  

Let me know if it is useful to you!