After some research if found a way to have a "slashscreen" within javafx 8 using native-bundle (and having CDI via OWB and Deltaspike)

SomeJavaFXClassWithCDI.java

import java.util.logging.Logger;
import javafx.application.Platform;
import javafx.concurrent.Task;
import javafx.event.ActionEvent;
import javafx.stage.Stage;
import javafx.stage.StageStyle;
import javax.inject.Inject;

public class SomeJavaFXClassWithCDI extends javafx.application.Application {

    @Inject
    private Logger logger;

    public static void main(String[] args) {
        launch(args);
    }

    @Override
    public void start(Stage primaryStage) throws Exception {
        // due to the nature of preloader being ignored within native-package, show it here
        SplashScreen splashScreen = new SplashScreen();
        splashScreen.show(new Stage(StageStyle.TRANSPARENT));

        // needed for callback
        final SomeJavaFXClassWithCDI launcherThread = this;

        // for splashscreen to be shown, its needed to delay everything else as parallel task/thread (it would block otherwise)
        Task cdiTask = new Task<Void>() {
            @Override
            protected Void call() throws Exception {
                // boot CDI after javaFX-splash (this will "halt" the application due to the work done by CDI-provider
                bootCDI(launcherThread);

                // push javaFX-work to javaFX-thread
                Platform.runLater(() -> {
                    primaryStage.setTitle("Some Title");
                    
                    
                    // TODO prepare your stage here !
                    
                    
                    // smooth fade-out of slashscreen
                    splashScreen.fadeOut((ActionEvent event) -> {
                        primaryStage.show();
                        splashScreen.hide();
                    });
                });
                return null;
            }
        };

        // run task
        new Thread(cdiTask).start();
    }
    
    private void bootCDI(SomeJavaFXClassWithCDI launcherThread) {
        // boot up CDI (simple class wrapping all CDI-relevant things)
        CDIHelper.bootCDI();
        CDIHelper.injectIntoTarget(launcherThread);
    }

    @Override
    public void stop() throws Exception {
        super.stop();
        CDIHelper.shutdownCDI();
    }
}