I have created two DbContexts, one is for application configuration, the second is for logging.
The reason being, I want to set a maximum size on the logging db so
I suggest to put the SetInitializer call to static constructor like below:
static ApplicationIdentityDbContext()
{
Database.SetInitializer(new IdentityDbInitializer());
}
Below is from MSDN
A static constructor is used to initialize any static data, or to perform a particular action that needs to be performed once only. It is called automatically before the first instance is created or any static members are referenced.
So static constructor is ideal for initialize database. I have used this technique for multiple database and it works well for me.