Equivalent of Awake() for Gizmos?

I'm using OnDrawGizmos for a little in-editor script and I think I get that those run every frame. But where do I set colors for gizmos? Or cache transforms? Is it possible, like is there an equivalent of Awake() for in the editor?

I've had a look through the docs and I feel like the answer is no, but just wondering if I'm missing something :)

Thanks very much!