custom-initialize-delay is a compiled Lisp function in `custom.el'.

(custom-initialize-delay SYMBOL VALUE)

Delay initialization of SYMBOL to the next Emacs start.
This is used in files that are preloaded (or for autoloaded
variables), so that the initialization is done in the run-time
context rather than the build-time context. This also has the
side-effect that the (delayed) initialization is performed with
the :set function.

For variables in preloaded files, you can simply use this
function for the :initialize property. For autoloaded variables,
you will also need to add an autoload stanza calling this
function, and another one setting the standard-value property.
Or you can wrap the defcustom in a progn, to force the autoloader
to include all of it.