Create your control rig from your skeletal mesh and not from the skeleton.
I noticed when I created a control rig directly from the skeleton, then previewed a mesh with different bone locations, the initial transform of each bone was different than the global transform set by the mesh. This was causing the setup event, and other parts of the rig, to use the initial transforms instead of the global ones set by the mesh. Creating the rig from the skeletal mesh made sure that the initial and global transforms were the same.