I've started taking the suggestion in this thread of launching 4 copies of the game and customizing them all myself.
I had to launch the .exe manually or Steam complained about already having a copy open, and you also have to use different profiles for each connection, but it works, and you can then play the game in single-player after the character creation is over.
It lags a bit trying to load up the game with all 4 copies, and this is pretty hacky, so I hope the feature gets properly added.