How To Utilize Or Mimic Application OnStart In HttpModule

We are trying to remove the global.asax from our many web applications in favor of HttpModules that are in a common code base. This works really well for many application events such as BeginRequest and PostAuthentication, but there is no Application Start event exposed in the HttpModule.

I can think of a couple of smelly ways to overcome this deficit. For example, I can probably do this:

protected virtual void BeginRequest(object sender, EventArgs e)
{
Log.Debug("Entered BeginRequest...");
var app = HttpContext.Current.Application;
var hasBeenSet app["HasBeenExecuted"] == null ? false : true;
if(!hasBeenSet)
{
app.Lock();
// ... do app level code
app.Add("HasBeenExecuted", true);
app.Unlock();
}
// do regular begin request stuff ...
}

But this just doesn't smell well to me.

What is the best way to invoke some application begin logic without having a global.asax?