In this thread about “instancing on delayed objects” wolfwood says that:

Its actually quite simple to write a VRAY_Procedural that does this.

Its out of my scope to do so, but if someone did, would you be so kind to share it?
Or mabye this is a RFE?

Cheers,

Georg

http://www.sidefx.com/index.php?option=com_forum&Itemid=172&page=viewtopic&t=9204&highlight=delayed+load+instance [sidefx.com]