Add support for app level initialization logic

e.g. in [this thread](https://social.msdn.microsoft.com/Forums/en-US/2ffeed09-c797-4786-9724-5e6896c9efce/azure-cache-configuration-from-the-portal?forum=azurecache), the user needs to call `ThreadPool.SetMinThreads`, and currently we have no good place to make App Domain init time calls.

Of course, that gives user potential to make some bad calls, but that's a small concern compared to the scenarios that can unblock (and the could make the same calls in a function anyway).

Start with issue #586 and the linked Microsoft thread to understand the requested App Domain initialization use case, including ThreadPool.SetMinThreads. Clarify the supported initialization entry point, lifecycle, and acceptance criteria before implementation; done means the requested startup logic has a defined, testable path.

Written by the indexing model from the issue text.