The goal is to add a custom property, EventId, to all telemetry items sent to Application Insights.

1. ITelemetryInitializer: This is the correct interface to implement for enriching all telemetry items with additional information. It provides a hook into the telemetry pipeline to add or modify properties on every tracked item. In contrast, ITelemetryProcessor is primarily used for filtering or sampling telemetry data before it's sent.
2. Initialize: When a class implements the ITelemetryInitializer interface, it must provide an implementation for the Initialize method. This method is automatically called by the Application Insights SDK for each telemetry item being processed.
3. telemetry.Context: The Initialize method receives an ITelemetry object as a parameter. The Context.Properties dictionary on this object is the designated collection for adding custom properties that will be associated with that specific telemetry item.
4. EventGridController.EventId.Value: This code segment represents the source of the value for the new custom property. It assigns the EventId from the EventGridController to the EventId key in the properties dictionary.

Microsoft Learn (Official Vendor Documentation): The official documentation provides a clear example of using ITelemetryInitializer to add custom properties. The pattern shown in the documentation exactly matches the solution.

Source: "Filter and preprocess telemetry in the Application Insights SDK" documentation.

Section: "Add/modify properties: ITelemetryInitializer".

Quote: "Implement ITelemetryInitializer to enrich telemetry with more information... All telemetry initializers are called before the telemetry is sent to Application Insights... For example, the web SDK uses telemetry initializers to add HTTP Context information to telemetry items." The example code shows setting a property via telemetry.Context.Properties["property"] = "value";.