This thread should likely merge to this other thread on the same topic.
Bottom line is there really is no such thing as “custom EDI documents.” You might try to do something like that but it would work only with other companies that are willing to accept the same custom document (which would look like EDI, but is no longer really an EDI document). VANs won’t support it most likely (not without being paid to do so). Most if not all partners won’t want to as it would require adjustments to their own EDI systems, which may or may be doable or may be painful.
Based upon the other thread, I suspect there really is no need for customization. Just a misunderstanding of what a MIG really specifies.