Certain files in ~/quicklisp/local-init/ are loaded (with cl:load) during Quicklisp initialization. Files matching "*.cl" or "*.lisp" and that do not start with a "." are loaded in cl:string< order of their names. (If two files foo.lisp and foo.cl both exist, the order in which they are loaded is undefined.)
This feature has been present for a long time, but I haven't used it myself and haven't written about it. If you try it and encounter any problems, please let me know.