By looking at det core-code, I managed to get something working, but I do not know if I am on the right track here. I seems a bit like killing mosquitos with a canon, comparet to the old config-files.

I created my own "CustomIndexCreator"-class, registered it as a composer and the created a component adding the index to the Examine-manager.

public class CustomIndexCreator : LuceneIndexCreator, IUmbracoIndexesCreator
{

    public CustomIndexCreator(IProfilingLogger profilingLogger,
        ILocalizationService languageService)
    {
        ProfilingLogger = profilingLogger ?? throw new System.ArgumentNullException(nameof(profilingLogger));
        LanguageService = languageService ?? throw new System.ArgumentNullException(nameof(languageService));
    }

    protected IProfilingLogger ProfilingLogger { get; }
    protected ILocalizationService LanguageService { get; }

    public override IEnumerable<IIndex> Create()
    {
        return new[]
        {
            CreateCustomIndex()
        };

    }

    private IIndex CreateCustomIndex()
    {
        var index = new UmbracoContentIndex(
            "CustomIndex",
            CreateFileSystemLuceneDirectory("Custom"),
            new UmbracoFieldDefinitionCollection(),
            new StandardAnalyzer(Lucene.Net.Util.Version.LUCENE_30),
            ProfilingLogger,
            LanguageService,
            new ContentValueSetValidator(true, excludeItemTypes: new string[] { "DocTypeAliasToExclude",}));
        return index;
    }

}

The composer

 [RuntimeLevel(MinLevel = RuntimeLevel.Run)]
public class CustomExamineComposer : IUserComposer
{
    public void Compose(Composition composition)
    {
        composition.Register(typeof(CustomIndexCreator));
        composition.Components().Append<CustomExamineComponent>();
    }
}

And the component

public class CustomExamineComponent : IComponent
{
    private readonly IExamineManager _examineManager;
    private readonly CustomIndexCreator _indexCreator;

    public CustomExamineComponent(IExamineManager examineManager, CustomIndexCreator indexCreator)
    {
        _examineManager = examineManager;
        _indexCreator = indexCreator;
    }


    public void Initialize()
    {

        //we want to tell examine to use a different fs lock instead of the default NativeFSFileLock which could cause problems if the AppDomain
        //terminates and in some rare cases would only allow unlocking of the file if IIS is forcefully terminated. Instead we'll rely on the simplefslock
        //which simply checks the existence of the lock file
        DirectoryFactory.DefaultLockFactory = d =>
        {
            var simpleFsLockFactory = new NoPrefixSimpleFsLockFactory(d);
            return simpleFsLockFactory;
        };
        foreach (var index in _indexCreator.Create())
            _examineManager.AddIndex(index);

    }


    public void Terminate()
    {

    }

}

Edit 29.04.2019 Added code to avoid write-lock on indexfile