I've found the solution and the key is using the cloud formation object AWS::SageMaker::NotebookInstanceLifecycleConfig to hook into the notebook OnStart and OnCreate notebook events.
Notebooks created in the Glue portion of the console can be found in SageMaker and there you can see the LifecycleConfig resource associated and it's code.
For completeness on this question please see below the code that is used at the moment for both OnStart and OnCreate when you create a Jupyter notebook from Glue.
Please note that by using this method the newly created notebook has the exact functionality of the notebook created through the console but it will only be visible in the SageMaker portion of the console.
#!/bin/bash
set -ex
[ -e /home/ec2-user/glue_ready ] && exit 0
mkdir -p /home/ec2-user/glue
cd /home/ec2-user/glue
# Write dev endpoint in a file which will be used by daemon scripts
glue_endpoint_file="/home/ec2-user/glue/glue_endpoint.txt"
if [ -f $glue_endpoint_file ] ; then
rm $glue_endpoint_file
fi
echo "https://glue.eu-west-2.amazonaws.com" >> $glue_endpoint_file
ASSETS=s3://aws-glue-jes-prod-eu-west-2-assets/sagemaker/assets/
aws s3 cp ${ASSETS} . --recursive
bash "/home/ec2-user/glue/Miniconda2-4.5.12-Linux-x86_64.sh" -b -u -p "/home/ec2-user/glue/miniconda"
source "/home/ec2-user/glue/miniconda/bin/activate"
tar -xf autossh-1.4e.tgz
cd autossh-1.4e
./configure
make
sudo make install
sudo cp /home/ec2-user/glue/autossh.conf /etc/init/
mkdir -p /home/ec2-user/.sparkmagic
cp /home/ec2-user/glue/config.json /home/ec2-user/.sparkmagic/config.json
mkdir -p /home/ec2-user/SageMaker/Glue\ Examples
mv /home/ec2-user/glue/notebook-samples/* /home/ec2-user/SageMaker/Glue\ Examples/
# ensure SageMaker notebook has permission for the dev endpoint
aws glue get-dev-endpoint --endpoint-name somiron-dfe-poc-GlueDevEndpoint --endpoint https://glue.eu-west-2.amazonaws.com
# Run daemons as cron jobs and use flock make sure that daemons are started only iff stopped
(crontab -l; echo "* * * * * /usr/bin/flock -n /tmp/lifecycle-config-v2-dev-endpoint-daemon.lock /usr/bin/sudo /bin/sh /home/ec2-user/glue/lifecycle-config-v2-dev-endpoint-daemon.sh") | crontab -
(crontab -l; echo "* * * * * /usr/bin/flock -n /tmp/lifecycle-config-reconnect-dev-endpoint-daemon.lock /usr/bin/sudo /bin/sh /home/ec2-user/glue/lifecycle-config-reconnect-dev-endpoint-daemon.sh") | crontab -
source "/home/ec2-user/glue/miniconda/bin/deactivate"
rm -rf "/home/ec2-user/glue/Miniconda2-4.5.12-Linux-x86_64.sh"
sudo touch /home/ec2-user/glue_ready